+104.2%
LMT vs HWM
+574.1%
-469.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.7% |
| 3M | +0.6% | -22.7% | +23.3% | +4.7% |
| 6M | +20.6% | -18.9% | +39.5% | +24.2% |
| YTD | +27.0% | +7.1% | +19.9% | +24.5% |
| 1Y | +36.9% | +4.7% | +32.2% | +34.7% |
| 3Y | +46.9% | +345.6% | -298.7% | +9.6% |
| 5Y | +104.2% | +588.3% | -484.1% | +37.3% |
| All | +104.2% | +574.1% | -469.9% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling