+5,561.4%
LMT vs ARWR
-97.0%
+5,658.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -6.3% | +1.7% | -7.9% | -6.3% |
| 30D | -8.5% | -0.7% | -7.8% | -8.5% |
| 3M | +1.8% | +14.9% | -13.0% | +1.8% |
| 6M | -19.9% | +32.6% | -52.6% | -20.0% |
| YTD | +10.6% | +30.0% | -19.5% | +10.5% |
| 1Y | +17.9% | +208.4% | -190.4% | +17.5% |
| 3Y | +27.0% | +208.8% | -181.8% | +26.3% |
| 5Y | +68.7% | +27.8% | +40.9% | +68.0% |
| 10Y | +181.1% | +1,107.6% | -926.5% | +177.4% |
| All | +5,561.4% | -97.0% | +5,658.4% | +5,483.0% |
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