+24.9%
LMT vs WWD
+19.4%
+5.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -2.6% |
| 7D | -10.5% | -2.6% | -7.9% | -10.2% |
| 30D | +12.9% | -7.7% | +20.7% | +13.7% |
| 3M | +0.4% | -17.7% | +18.1% | +2.3% |
| 6M | +14.7% | -15.9% | +30.6% | +16.7% |
| YTD | +21.3% | +1.8% | +19.5% | +23.7% |
| 1Y | +24.9% | +17.4% | +7.5% | +27.7% |
| All | +24.9% | +19.4% | +5.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling