+178.7%
LMT vs HWM
+1,330.2%
-1,151.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.3% | -8.0% | +6.7% | +0.3% |
| 30D | -12.5% | -18.0% | +5.5% | -8.8% |
| 3M | -0.5% | -9.5% | +9.0% | +1.4% |
| 6M | -20.0% | -8.4% | -11.6% | -19.1% |
| YTD | +10.4% | +13.6% | -3.2% | +6.3% |
| 1Y | +17.7% | +30.2% | -12.5% | +9.7% |
| 3Y | +34.3% | +392.2% | -357.9% | -10.8% |
| 5Y | +71.8% | +645.2% | -573.4% | +1.2% |
| All | +178.7% | +1,330.2% | -1,151.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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