+4,261.4%
LMT vs IWF
+724.4%
+3,536.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.5% | +1.5% | -3.0% | -2.2% |
| 30D | -8.2% | -1.3% | -7.0% | -7.8% |
| 3M | +3.7% | +0.1% | +3.6% | +3.2% |
| 6M | -19.2% | +10.3% | -29.4% | -23.2% |
| YTD | +12.9% | +4.2% | +8.7% | +9.9% |
| 1Y | +19.8% | +9.3% | +10.5% | +13.8% |
| 3Y | +37.3% | +79.3% | -42.1% | +0.3% |
| 5Y | +74.4% | +73.8% | +0.6% | +25.5% |
| 10Y | +188.9% | +410.9% | -222.0% | +16.9% |
| All | +4,261.4% | +724.4% | +3,536.9% | +958.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling