+4,045.7%
LMT vs IYR
+700.6%
+3,345.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -6.3% | -1.2% | -5.0% | -5.9% |
| 30D | -8.5% | -2.9% | -5.6% | -7.6% |
| 3M | +1.8% | +0.8% | +1.0% | +1.5% |
| 6M | -19.9% | +1.9% | -21.8% | -20.6% |
| YTD | +10.6% | +9.6% | +0.9% | +7.0% |
| 1Y | +17.9% | +8.1% | +9.9% | +14.6% |
| 3Y | +27.0% | +29.2% | -2.2% | +14.9% |
| 5Y | +68.7% | +4.3% | +64.4% | +62.3% |
| 10Y | +181.1% | +64.7% | +116.4% | +130.0% |
| All | +4,045.7% | +700.6% | +3,345.1% | +2,406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling