+14.2%
LMT vs IRM
+22.0%
-7.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -13.1% | -7.4% | -5.7% | -12.4% |
| 3M | -3.9% | -7.4% | +3.5% | -3.3% |
| 6M | -18.3% | +8.7% | -26.9% | -20.2% |
| YTD | +10.3% | +40.9% | -30.6% | +3.1% |
| 1Y | +14.2% | +20.5% | -6.3% | +8.8% |
| All | +14.2% | +22.0% | -7.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling