+187.0%
LMT vs ARWR
+978.7%
-791.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | -1.3% | -3.2% | +1.9% | -1.2% |
| 30D | -12.5% | -6.5% | -6.1% | -12.3% |
| 3M | -0.5% | +12.7% | -13.1% | -1.1% |
| 6M | -20.0% | +36.2% | -56.2% | -21.2% |
| YTD | +10.4% | +24.5% | -14.1% | +9.1% |
| 1Y | +17.7% | +198.0% | -180.3% | +12.3% |
| 3Y | +34.3% | +176.4% | -142.1% | +26.3% |
| 5Y | +71.8% | +26.6% | +45.3% | +64.2% |
| 10Y | +187.0% | +1,054.1% | -867.1% | +138.4% |
| All | +187.0% | +978.7% | -791.7% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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