+185.8%
LMT vs WTW
+198.0%
-12.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -5.7% | +5.5% | +1.5% |
| 30D | -13.1% | -7.3% | -5.8% | -11.2% |
| 3M | -3.9% | +21.5% | -25.3% | -9.6% |
| 6M | -18.3% | +9.6% | -27.9% | -21.2% |
| YTD | +10.3% | -3.3% | +13.6% | +9.9% |
| 1Y | +14.2% | -6.1% | +20.4% | +14.8% |
| 3Y | +35.0% | +61.8% | -26.9% | +11.3% |
| 5Y | +73.2% | +42.7% | +30.6% | +46.1% |
| All | +185.8% | +198.0% | -12.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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