+921.8%
LMT vs SW
+743.1%
+178.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.0% | -7.0% |
| 7D | -5.5% | +12.1% | -17.6% | -5.8% |
| 30D | +17.5% | +6.6% | +10.9% | +17.2% |
| 3M | +1.6% | -6.0% | +7.6% | +1.7% |
| 6M | +16.3% | +21.5% | -5.2% | +15.5% |
| YTD | +25.3% | +20.3% | +4.9% | +24.3% |
| 1Y | +25.9% | +28.1% | -2.3% | +24.6% |
| 3Y | +42.2% | +51.6% | -9.4% | +39.4% |
| 5Y | +102.7% | -0.1% | +102.9% | +99.6% |
| 10Y | +227.9% | +189.7% | +38.2% | +208.0% |
| All | +921.8% | +743.1% | +178.8% | +807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling