+93.8%
LMT vs SW
-1.6%
+95.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | -10.5% | +4.7% | -15.1% | -10.5% |
| 30D | +12.9% | +5.0% | +7.9% | +13.0% |
| 3M | +0.4% | -7.3% | +7.7% | +0.3% |
| 6M | +14.7% | +15.0% | -0.3% | +14.7% |
| YTD | +21.3% | +18.5% | +2.8% | +21.4% |
| 1Y | +24.9% | +27.1% | -2.2% | +25.2% |
| 3Y | +37.7% | +49.3% | -11.6% | +39.3% |
| 5Y | +93.8% | -1.6% | +95.4% | +87.7% |
| All | +93.8% | -1.6% | +95.4% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling