+185.8%
LMT vs IYR
+69.7%
+116.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | -13.1% | -2.7% | -10.4% | -12.0% |
| 3M | -3.9% | -2.1% | -1.7% | -3.0% |
| 6M | -18.3% | +3.6% | -21.8% | -19.8% |
| YTD | +10.3% | +8.1% | +2.2% | +6.1% |
| 1Y | +14.2% | +4.7% | +9.5% | +11.4% |
| 3Y | +35.0% | +29.1% | +5.9% | +17.2% |
| 5Y | +73.2% | +6.9% | +66.3% | +62.5% |
| All | +185.8% | +69.7% | +116.1% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling