+221.1%
LMT vs HWM
+1,272.7%
-1,051.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.8% | +11.1% | -6.3% | +2.4% |
| 30D | +19.9% | +3.0% | +16.9% | +18.8% |
| 3M | +0.2% | -20.7% | +20.9% | +4.8% |
| 6M | +17.4% | -17.2% | +34.6% | +21.5% |
| YTD | +27.2% | +9.1% | +18.1% | +23.2% |
| 1Y | +35.6% | +9.0% | +26.6% | +31.3% |
| 3Y | +47.1% | +353.8% | -306.8% | -0.6% |
| 5Y | +103.7% | +608.0% | -504.4% | +21.2% |
| 10Y | +203.5% | +1,510.3% | -1,306.9% | +42.3% |
| All | +221.1% | +1,272.7% | -1,051.7% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling