+74.4%
LMT vs IWD
+73.8%
+0.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -8.2% | -0.8% | -7.5% | -7.9% |
| 3M | +3.7% | +8.0% | -4.3% | +0.3% |
| 6M | -19.2% | +18.2% | -37.4% | -24.8% |
| YTD | +12.9% | +22.3% | -9.5% | +3.4% |
| 1Y | +19.8% | +28.9% | -9.1% | +7.3% |
| 3Y | +37.3% | +71.5% | -34.3% | +7.9% |
| 5Y | +74.4% | +73.6% | +0.8% | +32.0% |
| All | +74.4% | +73.8% | +0.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling