+12,982.6%
LMT vs BBWI
+1,125.9%
+11,856.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.6% |
| 7D | +4.8% | -4.5% | +9.4% | +5.4% |
| 30D | +19.9% | +17.1% | +2.7% | +17.5% |
| 3M | +0.2% | +17.5% | -17.3% | -2.1% |
| 6M | +17.4% | +12.8% | +4.6% | +14.7% |
| YTD | +27.2% | +8.2% | +19.0% | +23.9% |
| 1Y | +35.6% | -1.8% | +37.4% | +32.8% |
| 3Y | +47.1% | -25.8% | +72.9% | +44.0% |
| 5Y | +103.7% | -68.0% | +171.7% | +116.2% |
| 10Y | +203.5% | -47.6% | +251.1% | +169.0% |
| All | +12,982.6% | +1,125.9% | +11,856.6% | +5,902.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling