+187.0%
LMT vs IWD
+195.0%
-8.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -1.3% | -1.2% | -0.2% | -0.6% |
| 30D | -12.5% | -1.6% | -10.9% | -11.5% |
| 3M | -0.5% | +7.0% | -7.5% | -4.9% |
| 6M | -20.0% | +17.0% | -37.0% | -28.2% |
| YTD | +10.4% | +21.6% | -11.2% | -3.5% |
| 1Y | +17.7% | +28.0% | -10.3% | -0.7% |
| 3Y | +34.3% | +70.6% | -36.3% | -8.6% |
| 5Y | +71.8% | +73.3% | -1.5% | +13.3% |
| 10Y | +187.0% | +200.5% | -13.5% | +23.0% |
| All | +187.0% | +195.0% | -8.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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