+100.1%
LMT vs SW
-0.1%
+100.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.0% | -6.9% |
| 7D | -5.5% | +12.1% | -17.6% | -5.5% |
| 30D | +17.5% | +6.6% | +10.9% | +17.5% |
| 3M | +1.6% | -6.0% | +7.6% | +1.6% |
| 6M | +16.3% | +21.5% | -5.2% | +16.4% |
| YTD | +25.3% | +20.3% | +4.9% | +25.4% |
| 1Y | +25.9% | +28.1% | -2.3% | +26.1% |
| 3Y | +42.2% | +51.6% | -9.4% | +43.8% |
| All | +100.1% | -0.1% | +100.3% | +93.8% |
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