+24.9%
LMT vs WYNN
-34.2%
+59.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -3.4% |
| 7D | -10.5% | +6.9% | -17.4% | -10.1% |
| 30D | +12.9% | +3.5% | +9.4% | +13.1% |
| 3M | +0.4% | -21.4% | +21.8% | -1.3% |
| 6M | +14.7% | -25.0% | +39.6% | +12.4% |
| YTD | +21.3% | -33.6% | +54.9% | +17.9% |
| 1Y | +24.9% | -36.0% | +61.0% | +20.5% |
| All | +24.9% | -34.2% | +59.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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