+4,806.1%
LMT vs IWD
+745.7%
+4,060.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | +1.6% | -7.2% | -6.6% |
| 30D | +18.4% | +3.6% | +14.8% | +15.7% |
| 3M | +0.6% | +2.0% | -1.4% | -0.8% |
| 6M | +20.6% | +13.1% | +7.5% | +11.6% |
| YTD | +27.0% | +26.2% | +0.8% | +9.6% |
| 1Y | +36.9% | +29.6% | +7.3% | +16.1% |
| 3Y | +46.9% | +84.3% | -37.5% | -1.1% |
| 5Y | +104.2% | +73.4% | +30.8% | +41.0% |
| 10Y | +205.2% | +202.4% | +2.8% | +48.2% |
| All | +4,806.1% | +745.7% | +4,060.5% | +1,162.5% |
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