+185.8%
LMT vs GWW
+570.2%
-384.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.2% | -3.4% | +3.2% | +0.7% |
| 30D | -13.1% | -1.9% | -11.2% | -12.6% |
| 3M | -3.9% | -2.4% | -1.5% | -3.4% |
| 6M | -18.3% | +15.7% | -34.0% | -21.9% |
| YTD | +10.3% | +27.6% | -17.3% | +2.3% |
| 1Y | +14.2% | +27.2% | -13.0% | +5.8% |
| 3Y | +35.0% | +89.7% | -54.7% | +9.2% |
| 5Y | +73.2% | +223.9% | -150.7% | +15.7% |
| All | +185.8% | +570.2% | -384.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling