+75.2%
LMT vs WWD
+187.1%
-111.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | -0.5% | -2.9% | +2.3% | -0.2% |
| 30D | -10.8% | -6.6% | -4.2% | -10.0% |
| 3M | +1.6% | -9.3% | +10.9% | +2.7% |
| 6M | -17.6% | -13.6% | -3.9% | -16.3% |
| YTD | +11.6% | +10.4% | +1.2% | +9.8% |
| 1Y | +17.2% | +39.9% | -22.6% | +11.6% |
| 3Y | +35.7% | +165.0% | -129.3% | +15.6% |
| 5Y | +75.2% | +183.8% | -108.6% | +42.3% |
| All | +75.2% | +187.1% | -111.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling