+525.5%
LMT vs KWEB
+20.3%
+505.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -0.5% | -4.3% | +3.8% | -0.2% |
| 30D | -10.8% | -13.0% | +2.2% | -9.9% |
| 3M | +1.6% | -7.6% | +9.2% | +2.1% |
| 6M | -17.6% | -21.1% | +3.6% | -16.3% |
| YTD | +11.6% | -28.2% | +39.8% | +14.0% |
| 1Y | +17.2% | -34.9% | +52.1% | +20.5% |
| 3Y | +35.7% | -0.8% | +36.5% | +34.0% |
| 5Y | +75.2% | -43.6% | +118.8% | +83.9% |
| 10Y | +190.1% | -21.7% | +211.8% | +168.3% |
| All | +525.5% | +20.3% | +505.2% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling