+189.0%
LMT vs SHW
+281.7%
-92.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | -4.5% | +3.9% | +0.6% |
| 30D | -10.8% | -12.7% | +1.9% | -7.7% |
| 3M | +1.6% | +4.7% | -3.1% | -0.1% |
| 6M | -17.6% | -3.4% | -14.1% | -17.4% |
| YTD | +11.6% | -1.3% | +12.9% | +11.0% |
| 1Y | +17.2% | -10.4% | +27.6% | +19.4% |
| 3Y | +35.7% | +20.1% | +15.6% | +25.5% |
| 5Y | +75.2% | +10.5% | +64.7% | +62.4% |
| All | +189.0% | +281.7% | -92.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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