+189.0%
LMT vs BWA
+153.1%
+36.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -10.8% | -5.5% | -5.3% | -10.2% |
| 3M | +1.6% | -7.6% | +9.2% | +2.4% |
| 6M | -17.6% | +25.0% | -42.5% | -20.5% |
| YTD | +11.6% | +47.0% | -35.4% | +4.5% |
| 1Y | +17.2% | +54.0% | -36.8% | +8.8% |
| 3Y | +35.7% | +70.7% | -35.0% | +22.2% |
| 5Y | +75.2% | +86.7% | -11.5% | +52.0% |
| All | +189.0% | +153.1% | +36.0% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling