+20.6%
LMT vs HWM
-16.7%
+37.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +0.8% |
| 7D | +2.5% | +5.0% | -2.4% | +1.7% |
| 30D | +19.2% | +1.5% | +17.7% | +18.6% |
| 3M | +2.7% | -20.3% | +23.0% | +7.9% |
| 6M | +20.6% | -18.0% | +38.6% | +24.1% |
| All | +20.6% | -16.7% | +37.4% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling