+185.8%
LMT vs WELL
+356.7%
-170.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.1% | +2.3% | -15.4% | -13.5% |
| 3M | -3.9% | +12.3% | -16.1% | -6.2% |
| 6M | -18.3% | +15.6% | -33.8% | -20.8% |
| YTD | +10.3% | +28.3% | -18.0% | +4.6% |
| 1Y | +14.2% | +41.9% | -27.7% | +6.0% |
| 3Y | +35.0% | +198.3% | -163.4% | +7.1% |
| 5Y | +73.2% | +206.4% | -133.2% | +34.9% |
| All | +185.8% | +356.7% | -170.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling