+6,239.4%
LMT vs ARWR
-98.3%
+6,337.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.1% | +3.8% |
| 7D | -8.5% | -17.3% | +8.8% | -8.5% |
| 30D | +15.4% | -21.5% | +37.0% | +15.5% |
| 3M | +0.7% | -43.8% | +44.5% | +0.8% |
| 6M | +17.6% | -32.3% | +49.9% | +17.7% |
| YTD | +23.8% | -25.8% | +49.6% | +23.9% |
| 1Y | +31.6% | +25.5% | +6.1% | +31.5% |
| 3Y | +44.0% | +84.1% | -40.1% | +43.5% |
| 5Y | +98.8% | -39.2% | +138.1% | +98.5% |
| 10Y | +202.1% | +1,072.4% | -870.2% | +198.5% |
| All | +6,239.4% | -98.3% | +6,337.7% | +6,161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling