+74.4%
LMT vs ARWR
+29.5%
+44.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.1% |
| 7D | -1.5% | +2.9% | -4.4% | -1.6% |
| 30D | -8.2% | -2.9% | -5.3% | -8.2% |
| 3M | +3.7% | +15.2% | -11.5% | +3.2% |
| 6M | -19.2% | +42.3% | -61.4% | -20.1% |
| YTD | +12.9% | +28.2% | -15.3% | +11.9% |
| 1Y | +19.8% | +213.2% | -193.5% | +16.4% |
| 3Y | +37.3% | +184.6% | -147.4% | +32.1% |
| 5Y | +74.4% | +29.2% | +45.1% | +65.4% |
| All | +74.4% | +29.5% | +44.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling