+99.9%
LMT vs BWA
+27.4%
+72.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.1% | +4.3% | +0.8% | +5.0% |
| 30D | +14.1% | -13.0% | +27.1% | +14.5% |
| 3M | +0.3% | -24.8% | +25.1% | +1.1% |
| 6M | +16.1% | -23.5% | +39.6% | +16.9% |
| YTD | +25.5% | +13.8% | +11.6% | +23.6% |
| 1Y | +34.1% | +13.4% | +20.7% | +32.2% |
| 3Y | +45.1% | +62.8% | -17.7% | +39.2% |
| All | +99.9% | +27.4% | +72.4% | +94.4% |
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