+4,131.5%
LMT vs IYR
+699.9%
+3,431.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -8.2% | -2.5% | -5.7% | -7.5% |
| 3M | +3.7% | +1.5% | +2.3% | +3.1% |
| 6M | -19.2% | +3.9% | -23.0% | -20.3% |
| YTD | +12.9% | +9.5% | +3.3% | +9.2% |
| 1Y | +19.8% | +7.5% | +12.3% | +16.6% |
| 3Y | +37.3% | +30.8% | +6.5% | +23.7% |
| 5Y | +74.4% | +4.8% | +69.6% | +67.5% |
| 10Y | +188.9% | +64.3% | +124.6% | +136.6% |
| All | +4,131.5% | +699.9% | +3,431.6% | +2,459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IYR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling