+36.9%
LMT vs HWM
+5.1%
+31.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.3% |
| 7D | -5.6% | -1.8% | -3.9% | -5.3% |
| 30D | +18.4% | -2.7% | +21.0% | +18.8% |
| 3M | +0.6% | -22.7% | +23.3% | +6.3% |
| 6M | +20.6% | -18.9% | +39.5% | +25.5% |
| YTD | +27.0% | +7.1% | +19.9% | +20.7% |
| 1Y | +36.9% | +4.7% | +32.2% | +31.7% |
| All | +36.9% | +5.1% | +31.7% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling