+185.8%
LMT vs KWEB
-19.7%
+205.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.2% | -5.6% | +5.4% | +0.1% |
| 30D | -13.1% | -10.7% | -2.4% | -12.6% |
| 3M | -3.9% | -7.4% | +3.5% | -3.5% |
| 6M | -18.3% | -19.3% | +1.1% | -17.4% |
| YTD | +10.3% | -27.8% | +38.1% | +12.1% |
| 1Y | +14.2% | -35.9% | +50.2% | +16.7% |
| 3Y | +35.0% | -1.9% | +36.9% | +33.9% |
| 5Y | +73.2% | -43.2% | +116.4% | +84.3% |
| All | +185.8% | -19.7% | +205.5% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling