+185.8%
LMT vs IVZ
+65.9%
+119.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -13.1% | +3.0% | -16.1% | -13.5% |
| 3M | -3.9% | +14.9% | -18.7% | -6.5% |
| 6M | -18.3% | +36.7% | -55.0% | -23.1% |
| YTD | +10.3% | +25.7% | -15.3% | +5.1% |
| 1Y | +14.2% | +47.7% | -33.5% | +5.4% |
| 3Y | +35.0% | +138.8% | -103.8% | +9.6% |
| 5Y | +73.2% | +62.1% | +11.2% | +48.5% |
| All | +185.8% | +65.9% | +119.9% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling