+11,258.0%
LMT vs ITW
+9,371.1%
+1,887.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | -12.5% | -10.4% | -2.1% | -9.4% |
| 3M | -0.5% | +3.5% | -4.0% | -1.7% |
| 6M | -20.0% | -3.4% | -16.7% | -19.4% |
| YTD | +10.4% | +8.5% | +1.9% | +7.0% |
| 1Y | +17.7% | +3.2% | +14.5% | +15.8% |
| 3Y | +34.3% | +18.9% | +15.4% | +25.0% |
| 5Y | +71.8% | +35.0% | +36.8% | +50.9% |
| 10Y | +187.0% | +188.6% | -1.7% | +95.6% |
| All | +11,258.0% | +9,371.1% | +1,887.0% | +3,001.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling