+6,021.5%
LMT vs BWA
+3,492.4%
+2,529.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.9% |
| 7D | -6.3% | +5.7% | -11.9% | -7.1% |
| 30D | -8.5% | +1.4% | -9.9% | -8.8% |
| 3M | +1.8% | -12.1% | +13.9% | +3.6% |
| 6M | -19.9% | +28.6% | -48.5% | -23.8% |
| YTD | +10.6% | +51.1% | -40.5% | +1.7% |
| 1Y | +17.9% | +55.9% | -37.9% | +7.6% |
| 3Y | +27.0% | +70.1% | -43.2% | +12.1% |
| 5Y | +68.7% | +90.7% | -22.0% | +42.9% |
| 10Y | +181.1% | +154.0% | +27.1% | +116.1% |
| All | +6,021.5% | +3,492.4% | +2,529.1% | +2,948.5% |
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