+71.8%
LMT vs IRM
+190.5%
-118.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -1.3% | +3.0% | -4.4% | -1.8% |
| 30D | -12.5% | -5.2% | -7.3% | -11.8% |
| 3M | -0.5% | -8.0% | +7.6% | +0.6% |
| 6M | -20.0% | +9.2% | -29.2% | -21.7% |
| YTD | +10.4% | +41.0% | -30.6% | +3.4% |
| 1Y | +17.7% | +23.3% | -5.5% | +12.5% |
| 3Y | +34.3% | +102.8% | -68.6% | +15.1% |
| 5Y | +71.8% | +192.8% | -121.0% | +37.1% |
| All | +71.8% | +190.5% | -118.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling