+98.8%
LMT vs ARWR
-40.7%
+139.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.1% | +4.0% |
| 7D | -8.5% | -17.3% | +8.8% | -8.2% |
| 30D | +15.4% | -21.5% | +37.0% | +16.0% |
| 3M | +0.7% | -43.8% | +44.5% | +1.9% |
| 6M | +17.6% | -32.3% | +49.9% | +18.3% |
| YTD | +23.8% | -25.8% | +49.6% | +24.2% |
| 1Y | +31.6% | +25.5% | +6.1% | +30.5% |
| 3Y | +44.0% | +84.1% | -40.1% | +39.8% |
| 5Y | +98.8% | -39.2% | +138.1% | +89.6% |
| All | +98.8% | -40.7% | +139.5% | +89.6% |
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