+71.8%
LMT vs WEC
+30.7%
+41.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -12.5% | +0.9% | -13.4% | -12.8% |
| 3M | -0.5% | -5.3% | +4.9% | +1.6% |
| 6M | -20.0% | -6.6% | -13.5% | -18.1% |
| YTD | +10.4% | +3.3% | +7.1% | +9.0% |
| 1Y | +17.7% | +2.1% | +15.6% | +16.6% |
| 3Y | +34.3% | +39.6% | -5.3% | +18.8% |
| 5Y | +71.8% | +31.2% | +40.6% | +53.9% |
| All | +71.8% | +30.7% | +41.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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