+224.2%
LMT vs HWM
+1,278.2%
-1,054.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +0.7% |
| 7D | +2.5% | +5.0% | -2.4% | +1.4% |
| 30D | +19.2% | +1.5% | +17.7% | +18.5% |
| 3M | +2.7% | -20.3% | +23.0% | +7.3% |
| 6M | +20.6% | -18.0% | +38.6% | +25.1% |
| YTD | +28.4% | +9.5% | +18.9% | +24.3% |
| 1Y | +36.9% | +7.5% | +29.5% | +33.0% |
| 3Y | +48.5% | +355.7% | -307.1% | +0.3% |
| 5Y | +107.6% | +610.2% | -502.6% | +23.5% |
| 10Y | +206.5% | +1,516.8% | -1,310.3% | +43.6% |
| All | +224.2% | +1,278.2% | -1,054.0% | +51.8% |
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