+185.8%
LMT vs WAB
+296.8%
-111.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -4.1% | -9.0% | -12.3% |
| 3M | -3.9% | +8.2% | -12.0% | -5.6% |
| 6M | -18.3% | +15.4% | -33.7% | -21.1% |
| YTD | +10.3% | +33.1% | -22.8% | +3.3% |
| 1Y | +14.2% | +48.1% | -33.8% | +4.3% |
| 3Y | +35.0% | +167.7% | -132.7% | +6.2% |
| 5Y | +73.2% | +225.7% | -152.5% | +28.1% |
| All | +185.8% | +296.8% | -111.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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