+36.2%
LMT vs SW
+39.0%
-2.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.6% |
| 7D | -11.0% | +2.3% | -13.3% | -11.0% |
| 30D | +13.6% | +6.8% | +6.8% | +13.4% |
| 3M | -2.1% | -5.2% | +3.1% | -2.1% |
| 6M | +11.7% | +7.4% | +4.3% | +11.4% |
| YTD | +19.4% | +17.4% | +2.0% | +18.8% |
| 1Y | +24.1% | +27.1% | -3.0% | +23.4% |
| 3Y | +36.2% | +47.9% | -11.7% | +37.4% |
| All | +36.2% | +39.0% | -2.9% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling