+11,275.8%
LMT vs BBWI
+1,034.6%
+10,241.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.8% |
| 7D | -6.3% | +1.5% | -7.8% | -6.4% |
| 30D | -8.5% | -5.2% | -3.3% | -8.1% |
| 3M | +1.8% | +11.1% | -9.3% | +0.1% |
| 6M | -19.9% | -13.4% | -6.6% | -19.4% |
| YTD | +10.6% | +0.1% | +10.5% | +9.1% |
| 1Y | +17.9% | -36.1% | +54.1% | +21.9% |
| 3Y | +27.0% | -44.1% | +71.1% | +29.1% |
| 5Y | +68.7% | -66.2% | +134.9% | +77.7% |
| 10Y | +181.1% | -54.8% | +235.8% | +154.7% |
| All | +11,275.8% | +1,034.6% | +10,241.2% | +5,183.4% |
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