+36.5%
LMT vs WU
-29.2%
+65.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -0.5% | -5.0% | +4.4% | -0.5% |
| 30D | -10.8% | -2.3% | -8.5% | -10.8% |
| 3M | +1.6% | -3.2% | +4.8% | +1.3% |
| 6M | -17.6% | -25.0% | +7.5% | -17.2% |
| YTD | +11.6% | -21.7% | +33.2% | +11.9% |
| 1Y | +17.2% | -9.0% | +26.2% | +16.9% |
| All | +36.5% | -29.2% | +65.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling