+113.4%
LMT vs TW
+206.7%
-93.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.2% | -4.5% | +4.3% | +0.4% |
| 30D | -13.1% | -2.3% | -10.8% | -12.8% |
| 3M | -3.9% | +2.6% | -6.5% | -4.4% |
| 6M | -18.3% | -17.5% | -0.7% | -16.3% |
| YTD | +10.3% | -5.3% | +15.7% | +10.7% |
| 1Y | +14.2% | -14.8% | +29.0% | +16.2% |
| 3Y | +35.0% | +18.8% | +16.1% | +29.6% |
| 5Y | +73.2% | +20.7% | +52.5% | +64.0% |
| All | +113.4% | +206.7% | -93.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling