+372.4%
LMT vs W
+212.6%
+159.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.6% |
| 7D | -5.6% | +1.1% | -6.7% | -5.7% |
| 30D | +18.4% | +6.4% | +11.9% | +18.1% |
| 3M | +0.6% | +9.0% | -8.4% | +0.3% |
| 6M | +20.6% | +69.8% | -49.2% | +18.3% |
| YTD | +27.0% | +12.1% | +14.9% | +25.8% |
| 1Y | +36.9% | 0.0% | +36.8% | +36.0% |
| 3Y | +46.9% | +160.3% | -113.5% | +39.0% |
| 5Y | +104.2% | -53.3% | +157.5% | +102.1% |
| 10Y | +205.2% | +217.0% | -11.7% | +157.2% |
| All | +372.4% | +212.6% | +159.8% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling