+189.0%
LMT vs W
+155.6%
+33.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -10.8% | -5.6% | -5.2% | -10.6% |
| 3M | +1.6% | +41.9% | -40.3% | +0.2% |
| 6M | -17.6% | +30.2% | -47.8% | -18.6% |
| YTD | +11.6% | -2.9% | +14.5% | +11.1% |
| 1Y | +17.2% | +11.6% | +5.7% | +15.9% |
| 3Y | +35.7% | +37.0% | -1.2% | +31.1% |
| 5Y | +75.2% | -62.8% | +138.0% | +76.4% |
| All | +189.0% | +155.6% | +33.4% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling