+118.3%
LMT vs TW
+211.4%
-93.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.5% |
| 7D | -1.5% | -3.5% | +1.9% | -1.1% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | +3.7% | +4.9% | -1.2% | +2.8% |
| 6M | -19.2% | -17.1% | -2.1% | -17.3% |
| YTD | +12.9% | -3.9% | +16.7% | +12.9% |
| 1Y | +19.8% | -13.3% | +33.0% | +21.5% |
| 3Y | +37.3% | +20.9% | +16.4% | +31.5% |
| 5Y | +74.4% | +20.5% | +53.9% | +65.3% |
| All | +118.3% | +211.4% | -93.1% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling