+181.4%
LMT vs SW
+147.8%
+33.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -8.3% |
| 3M | +1.8% | +9.4% | -7.6% | +1.3% |
| 6M | -19.9% | +3.5% | -23.4% | -20.2% |
| YTD | +10.6% | +22.0% | -11.5% | +9.3% |
| 1Y | +17.9% | +2.2% | +15.7% | +17.4% |
| 3Y | +27.0% | +19.6% | +7.4% | +24.6% |
| 5Y | +68.7% | -2.3% | +71.0% | +65.5% |
| All | +181.4% | +147.8% | +33.7% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling