+75.2%
LMT vs IWF
+71.2%
+4.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | -10.8% | -1.8% | -8.9% | -10.6% |
| 3M | +1.6% | +1.5% | +0.1% | +1.4% |
| 6M | -17.6% | +7.7% | -25.3% | -18.3% |
| YTD | +11.6% | +2.7% | +8.9% | +11.1% |
| 1Y | +17.2% | +6.8% | +10.5% | +16.2% |
| 3Y | +35.7% | +76.9% | -41.1% | +24.7% |
| 5Y | +75.2% | +73.4% | +1.8% | +54.3% |
| All | +75.2% | +71.2% | +4.0% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling