+1,004.2%
LMT vs WU
-21.6%
+1,025.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | +3.7% | -1.8% | +5.5% | +2.9% |
| 6M | -19.2% | -23.9% | +4.8% | -14.6% |
| YTD | +12.9% | -20.4% | +33.3% | +17.5% |
| 1Y | +19.8% | -10.6% | +30.4% | +20.2% |
| 3Y | +37.3% | -27.7% | +65.0% | +42.7% |
| 5Y | +74.4% | -51.1% | +125.5% | +97.9% |
| 10Y | +188.9% | -40.7% | +229.6% | +201.4% |
| All | +1,004.2% | -21.6% | +1,025.8% | +888.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling