+6,846.1%
LMT vs BWA
+2,606.8%
+4,239.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.1% | +4.3% | +0.8% | +4.4% |
| 30D | +14.1% | -13.0% | +27.1% | +16.6% |
| 3M | +0.3% | -24.8% | +25.1% | +4.7% |
| 6M | +16.1% | -23.5% | +39.6% | +20.4% |
| YTD | +25.5% | +13.8% | +11.6% | +20.5% |
| 1Y | +34.1% | +13.4% | +20.7% | +28.8% |
| 3Y | +45.1% | +62.8% | -17.7% | +28.7% |
| 5Y | +100.9% | +28.5% | +72.5% | +81.7% |
| 10Y | +199.4% | +95.4% | +104.1% | +140.1% |
| All | +6,846.1% | +2,606.8% | +4,239.3% | +3,514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling