+190.4%
LMT vs W
+212.4%
-22.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +5.1% | +0.2% | +4.9% | +5.1% |
| 30D | +14.1% | +6.8% | +7.3% | +13.8% |
| 3M | +0.3% | +10.7% | -10.4% | -0.1% |
| 6M | +16.1% | +86.3% | -70.2% | +13.4% |
| YTD | +25.5% | +11.5% | +14.0% | +24.3% |
| 1Y | +34.1% | +5.1% | +29.0% | +33.0% |
| 3Y | +45.1% | +171.0% | -125.9% | +36.3% |
| 5Y | +100.9% | -56.6% | +157.6% | +101.4% |
| All | +190.4% | +212.4% | -22.0% | +134.5% |
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