+2,949.6%
LMT vs IRM
+9,897.4%
-6,947.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.2% |
| 7D | -1.5% | +1.6% | -3.2% | -1.8% |
| 30D | -8.2% | -4.2% | -4.1% | -7.6% |
| 3M | +3.7% | -5.4% | +9.1% | +4.5% |
| 6M | -19.2% | +12.0% | -31.2% | -21.4% |
| YTD | +12.9% | +42.0% | -29.2% | +4.9% |
| 1Y | +19.8% | +29.9% | -10.1% | +12.9% |
| 3Y | +37.3% | +104.4% | -67.1% | +16.9% |
| 5Y | +74.4% | +191.0% | -116.6% | +37.0% |
| 10Y | +188.9% | +417.1% | -228.2% | +98.7% |
| All | +2,949.6% | +9,897.4% | -6,947.8% | +1,409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling