+46.9%
LMT vs W
+164.5%
-117.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.5% |
| 7D | -5.6% | +1.1% | -6.7% | -5.6% |
| 30D | +18.4% | +6.4% | +11.9% | +18.5% |
| 3M | +0.6% | +9.0% | -8.4% | +0.8% |
| 6M | +20.6% | +69.8% | -49.2% | +21.8% |
| YTD | +27.0% | +12.1% | +14.9% | +27.6% |
| 1Y | +36.9% | 0.0% | +36.8% | +37.2% |
| 3Y | +46.9% | +160.3% | -113.5% | +53.3% |
| All | +46.9% | +164.5% | -117.6% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling