+14.2%
LMT vs WAT
+38.4%
-24.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -13.1% | -1.9% | -11.2% | -13.0% |
| 3M | -3.9% | +13.5% | -17.4% | -3.6% |
| 6M | -18.3% | +37.2% | -55.5% | -16.6% |
| YTD | +10.3% | +7.5% | +2.8% | +10.5% |
| 1Y | +14.2% | +35.0% | -20.8% | +13.0% |
| All | +14.2% | +38.4% | -24.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling