+75.2%
LMT vs BBWI
-69.5%
+144.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.1% |
| 7D | -0.5% | -8.0% | +7.5% | -0.4% |
| 30D | -10.8% | -6.6% | -4.1% | -10.7% |
| 3M | +1.6% | -2.7% | +4.3% | +1.6% |
| 6M | -17.6% | -12.8% | -4.8% | -17.4% |
| YTD | +11.6% | -10.5% | +22.1% | +11.7% |
| 1Y | +17.2% | -35.3% | +52.6% | +17.9% |
| 3Y | +35.7% | -47.7% | +83.5% | +36.2% |
| 5Y | +75.2% | -68.9% | +144.1% | +72.3% |
| All | +75.2% | -69.5% | +144.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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