+11,258.0%
LMT vs WY
+673.4%
+10,584.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | -12.5% | -9.9% | -2.7% | -10.6% |
| 3M | -0.5% | -7.5% | +7.1% | +1.0% |
| 6M | -20.0% | -5.1% | -14.9% | -19.5% |
| YTD | +10.4% | -2.1% | +12.5% | +10.3% |
| 1Y | +17.7% | -7.3% | +25.1% | +18.8% |
| 3Y | +34.3% | -22.6% | +56.9% | +39.0% |
| 5Y | +71.8% | -19.8% | +91.6% | +73.8% |
| 10Y | +187.0% | +9.6% | +177.4% | +157.5% |
| All | +11,258.0% | +673.4% | +10,584.7% | +6,007.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling