+75.2%
LMT vs WAB
+220.1%
-144.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.8% | -5.9% | -4.9% | -9.9% |
| 3M | +1.6% | +9.4% | -7.8% | +0.2% |
| 6M | -17.6% | +13.8% | -31.4% | -19.4% |
| YTD | +11.6% | +31.8% | -20.2% | +6.7% |
| 1Y | +17.2% | +48.5% | -31.3% | +10.0% |
| 3Y | +35.7% | +167.0% | -131.2% | +14.3% |
| 5Y | +75.2% | +222.3% | -147.1% | +40.4% |
| All | +75.2% | +220.1% | -144.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling