+185.8%
LMT vs IWF
+422.7%
-236.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -13.1% | -1.7% | -11.3% | -12.6% |
| 3M | -3.9% | +0.7% | -4.5% | -4.4% |
| 6M | -18.3% | +8.6% | -26.8% | -21.2% |
| YTD | +10.3% | +3.5% | +6.8% | +8.2% |
| 1Y | +14.2% | +7.0% | +7.2% | +10.4% |
| 3Y | +35.0% | +76.3% | -41.4% | +2.4% |
| 5Y | +73.2% | +74.8% | -1.5% | +29.1% |
| All | +185.8% | +422.7% | -236.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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