+35.0%
LMT vs KWEB
-2.3%
+37.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | -5.6% | +5.4% | -0.2% |
| 30D | -13.1% | -10.7% | -2.4% | -13.0% |
| 3M | -3.9% | -7.4% | +3.5% | -3.8% |
| 6M | -18.3% | -19.3% | +1.1% | -18.1% |
| YTD | +10.3% | -27.8% | +38.1% | +10.7% |
| 1Y | +14.2% | -35.9% | +50.2% | +14.5% |
| 3Y | +35.0% | -1.9% | +36.9% | +40.1% |
| All | +35.0% | -2.3% | +37.3% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling