+75.2%
LMT vs IVZ
+57.9%
+17.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | -10.8% | +2.5% | -13.3% | -10.8% |
| 3M | +1.6% | +17.1% | -15.5% | +1.2% |
| 6M | -17.6% | +35.1% | -52.7% | -18.1% |
| YTD | +11.6% | +24.3% | -12.7% | +11.1% |
| 1Y | +17.2% | +48.7% | -31.4% | +16.3% |
| 3Y | +35.7% | +135.6% | -99.9% | +31.7% |
| 5Y | +75.2% | +60.3% | +14.9% | +65.5% |
| All | +75.2% | +57.9% | +17.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling