+4,172.9%
LMT vs IWD
+726.5%
+3,446.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.0% |
| 7D | -6.3% | -0.3% | -6.0% | -6.1% |
| 30D | -8.5% | +0.6% | -9.1% | -8.8% |
| 3M | +1.8% | +7.2% | -5.4% | -2.5% |
| 6M | -19.9% | +16.2% | -36.1% | -27.2% |
| YTD | +10.6% | +23.3% | -12.8% | -3.1% |
| 1Y | +17.9% | +29.6% | -11.6% | +0.2% |
| 3Y | +27.0% | +70.5% | -43.5% | -10.1% |
| 5Y | +68.7% | +73.5% | -4.8% | +16.5% |
| 10Y | +181.1% | +198.3% | -17.2% | +37.8% |
| All | +4,172.9% | +726.5% | +3,446.4% | +1,016.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling