+185.8%
LMT vs WU
-39.1%
+224.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | -13.1% | -2.9% | -10.1% | -12.7% |
| 3M | -3.9% | -2.3% | -1.6% | -4.5% |
| 6M | -18.3% | -25.4% | +7.1% | -14.2% |
| YTD | +10.3% | -21.2% | +31.5% | +14.2% |
| 1Y | +14.2% | -8.9% | +23.1% | +13.9% |
| 3Y | +35.0% | -29.0% | +63.9% | +40.3% |
| 5Y | +73.2% | -50.7% | +124.0% | +97.5% |
| All | +185.8% | -39.1% | +224.9% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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