+11,275.8%
LMT vs SHW
+20,643.9%
-9,368.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -6.3% | -3.2% | -3.0% | -5.5% |
| 30D | -8.5% | -9.5% | +1.0% | -6.3% |
| 3M | +1.8% | +11.5% | -9.6% | -1.2% |
| 6M | -19.9% | -3.5% | -16.4% | -19.8% |
| YTD | +10.6% | +3.7% | +6.8% | +8.8% |
| 1Y | +17.9% | -7.9% | +25.9% | +19.2% |
| 3Y | +27.0% | +24.7% | +2.3% | +17.8% |
| 5Y | +68.7% | +13.6% | +55.1% | +56.5% |
| 10Y | +181.1% | +283.0% | -101.9% | +90.3% |
| All | +11,275.8% | +20,643.9% | -9,368.1% | +2,598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling