+25.9%
LMT vs KWEB
-34.1%
+60.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.5% | -11.3% | -6.8% |
| 7D | -5.5% | +5.8% | -11.3% | -5.5% |
| 30D | +17.5% | -1.0% | +18.4% | +17.8% |
| 3M | +1.6% | -15.8% | +17.4% | +3.1% |
| 6M | +16.3% | -14.9% | +31.2% | +18.6% |
| YTD | +25.3% | -28.6% | +53.8% | +34.4% |
| 1Y | +25.9% | -33.9% | +59.8% | +30.1% |
| All | +25.9% | -34.1% | +60.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling