+185.9%
LMT vs W
+162.6%
+23.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -1.3% | +5.9% | -7.2% | -1.5% |
| 30D | -12.5% | -3.0% | -9.5% | -12.4% |
| 3M | -0.5% | +40.3% | -40.8% | -1.8% |
| 6M | -20.0% | +32.2% | -52.2% | -21.1% |
| YTD | +10.4% | -0.3% | +10.7% | +9.8% |
| 1Y | +17.7% | +16.2% | +1.5% | +16.2% |
| 3Y | +34.3% | +40.7% | -6.4% | +29.6% |
| 5Y | +71.8% | -62.3% | +134.2% | +73.1% |
| All | +185.9% | +162.6% | +23.3% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling