+99.9%
LMT vs WAT
+28.6%
+71.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +5.1% | +0.6% | +4.5% | +5.1% |
| 30D | +14.1% | +5.4% | +8.7% | +13.8% |
| 3M | +0.3% | +11.3% | -11.0% | -0.4% |
| 6M | +16.1% | +37.4% | -21.3% | +13.9% |
| YTD | +25.5% | +21.2% | +4.3% | +23.9% |
| 1Y | +34.1% | +21.3% | +12.8% | +32.4% |
| 3Y | +45.1% | +83.4% | -38.3% | +38.0% |
| All | +99.9% | +28.6% | +71.3% | +92.1% |
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