+17.9%
LMT vs SW
+1.0%
+16.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -6.3% | -5.1% | -1.2% | -6.1% |
| 30D | -8.5% | -4.6% | -3.9% | -8.4% |
| 3M | +1.8% | +9.4% | -7.6% | +1.1% |
| 6M | -19.9% | +3.5% | -23.4% | -20.2% |
| YTD | +10.6% | +22.0% | -11.5% | +8.8% |
| 1Y | +17.9% | +2.2% | +15.7% | +21.5% |
| All | +17.9% | +1.0% | +16.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling