+190.4%
LMT vs IWD
+203.0%
-12.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | +5.1% | +2.3% | +2.8% | +3.6% |
| 30D | +14.1% | +3.6% | +10.5% | +11.4% |
| 3M | +0.3% | +2.2% | -1.9% | -1.2% |
| 6M | +16.1% | +13.0% | +3.1% | +6.8% |
| YTD | +25.5% | +26.5% | -1.1% | +6.8% |
| 1Y | +34.1% | +30.1% | +4.0% | +11.9% |
| 3Y | +45.1% | +84.9% | -39.8% | -6.6% |
| 5Y | +100.9% | +73.4% | +27.6% | +33.3% |
| All | +190.4% | +203.0% | -12.6% | +33.2% |
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