+74.4%
LMT vs W
-63.0%
+137.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.1% |
| 7D | -1.5% | +6.5% | -8.0% | -1.5% |
| 30D | -8.2% | -6.2% | -2.0% | -8.3% |
| 3M | +3.7% | +48.9% | -45.1% | +3.8% |
| 6M | -19.2% | +31.2% | -50.4% | -19.1% |
| YTD | +12.9% | -0.4% | +13.3% | +12.9% |
| 1Y | +19.8% | +14.8% | +5.0% | +19.9% |
| 3Y | +37.3% | +40.5% | -3.2% | +38.0% |
| 5Y | +74.4% | -62.1% | +136.5% | +72.3% |
| All | +74.4% | -63.0% | +137.4% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling