+17.2%
LMT vs W
+13.1%
+4.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | -10.8% | -5.6% | -5.2% | -10.8% |
| 3M | +1.6% | +41.9% | -40.3% | +1.6% |
| 6M | -17.6% | +30.2% | -47.8% | -17.5% |
| YTD | +11.6% | -2.9% | +14.5% | +12.2% |
| 1Y | +17.2% | +11.6% | +5.7% | +17.8% |
| All | +17.2% | +13.1% | +4.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling