+3,666.3%
LMT vs IVZ
+1,090.9%
+2,575.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -8.2% | +3.1% | -11.3% | -8.7% |
| 3M | +3.7% | +18.2% | -14.4% | +0.9% |
| 6M | -19.2% | +38.6% | -57.8% | -23.5% |
| YTD | +12.9% | +25.9% | -13.0% | +8.2% |
| 1Y | +19.8% | +51.7% | -31.9% | +11.3% |
| 3Y | +37.3% | +138.7% | -101.4% | +15.8% |
| 5Y | +74.4% | +62.8% | +11.6% | +52.7% |
| 10Y | +188.9% | +60.9% | +128.0% | +138.1% |
| All | +3,666.3% | +1,090.9% | +2,575.4% | +2,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling