+364.0%
LMT vs FWONK
+276.9%
+87.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -7.7% | -5.3% | -11.9% |
| 3M | -3.9% | +5.7% | -9.6% | -4.9% |
| 6M | -18.3% | +13.5% | -31.7% | -20.2% |
| YTD | +10.3% | -3.0% | +13.3% | +10.4% |
| 1Y | +14.2% | -6.4% | +20.6% | +14.9% |
| 3Y | +35.0% | +43.8% | -8.8% | +24.0% |
| 5Y | +73.2% | +98.6% | -25.3% | +46.3% |
| 10Y | +186.8% | +340.0% | -153.2% | +103.8% |
| All | +364.0% | +276.9% | +87.1% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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