+71.8%
LMT vs WAT
-4.9%
+76.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | -12.5% | -1.7% | -10.8% | -12.4% |
| 3M | -0.5% | +9.1% | -9.5% | -1.0% |
| 6M | -20.0% | +32.4% | -52.5% | -21.4% |
| YTD | +10.4% | +6.6% | +3.8% | +9.8% |
| 1Y | +17.7% | +34.7% | -17.0% | +14.8% |
| 3Y | +34.3% | +53.6% | -19.3% | +28.7% |
| 5Y | +71.8% | -4.1% | +75.9% | +71.4% |
| All | +71.8% | -4.9% | +76.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling