+11,511.2%
LMT vs GWW
+14,103.4%
-2,592.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +2.8% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -8.2% | +1.1% | -9.4% | -8.5% |
| 3M | +3.7% | -1.0% | +4.7% | +3.8% |
| 6M | -19.2% | +16.3% | -35.5% | -22.7% |
| YTD | +12.9% | +28.5% | -15.7% | +4.8% |
| 1Y | +19.8% | +30.3% | -10.5% | +10.7% |
| 3Y | +37.3% | +91.6% | -54.3% | +12.5% |
| 5Y | +74.4% | +224.0% | -149.6% | +21.5% |
| 10Y | +188.9% | +551.3% | -362.4% | +60.7% |
| All | +11,511.2% | +14,103.4% | -2,592.2% | +2,518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling