+75.2%
LMT vs BWA
+86.5%
-11.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -10.8% | -5.5% | -5.3% | -10.6% |
| 3M | +1.6% | -7.6% | +9.2% | +1.9% |
| 6M | -17.6% | +25.0% | -42.5% | -18.6% |
| YTD | +11.6% | +47.0% | -35.4% | +8.7% |
| 1Y | +17.2% | +54.0% | -36.8% | +13.8% |
| 3Y | +35.7% | +70.7% | -35.0% | +29.8% |
| 5Y | +75.2% | +86.7% | -11.5% | +63.6% |
| All | +75.2% | +86.5% | -11.3% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling