+34.1%
LMT vs IRM
+20.8%
+13.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +5.1% | +6.8% | -1.7% | +4.5% |
| 30D | +14.1% | +2.6% | +11.5% | +13.8% |
| 3M | +0.3% | -9.5% | +9.8% | +1.0% |
| 6M | +16.1% | -8.5% | +24.6% | +16.7% |
| YTD | +25.5% | +40.3% | -14.8% | +16.6% |
| 1Y | +34.1% | +28.7% | +5.4% | +26.2% |
| All | +34.1% | +20.8% | +13.3% | +26.2% |
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