+12,181.1%
LMT vs SWKS
+9,235.4%
+2,945.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.6% |
| 7D | -11.0% | -6.2% | -4.8% | -10.7% |
| 30D | +13.6% | -1.5% | +15.1% | +13.7% |
| 3M | -2.1% | +23.0% | -25.1% | -3.2% |
| 6M | +11.7% | +27.6% | -15.9% | +9.9% |
| YTD | +19.4% | +32.3% | -12.9% | +17.1% |
| 1Y | +24.1% | +20.1% | +3.9% | +22.2% |
| 3Y | +36.2% | +0.6% | +35.5% | +34.0% |
| 5Y | +90.7% | -42.3% | +133.0% | +91.5% |
| 10Y | +212.5% | +35.9% | +176.5% | +198.1% |
| All | +12,181.1% | +9,235.4% | +2,945.7% | +9,479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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