+73.0%
LMT vs ITW
+36.9%
+36.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -13.1% | -8.3% | -4.7% | -11.2% |
| 3M | -3.9% | +6.0% | -9.9% | -5.3% |
| 6M | -18.3% | 0.0% | -18.2% | -18.4% |
| YTD | +10.3% | +10.2% | +0.1% | +7.3% |
| 1Y | +14.2% | +3.2% | +11.0% | +12.8% |
| 3Y | +35.0% | +21.0% | +14.0% | +27.6% |
| All | +73.0% | +36.9% | +36.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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