+73.0%
LMT vs WY
-22.2%
+95.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -13.1% | -10.1% | -3.0% | -11.8% |
| 3M | -3.9% | -8.5% | +4.6% | -2.9% |
| 6M | -18.3% | -3.3% | -14.9% | -18.2% |
| YTD | +10.3% | -4.4% | +14.7% | +10.5% |
| 1Y | +14.2% | -11.5% | +25.7% | +15.6% |
| 3Y | +35.0% | -24.3% | +59.3% | +38.8% |
| All | +73.0% | -22.2% | +95.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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