+73.0%
LMT vs WYNN
-11.0%
+84.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -0.2% | -4.2% | +4.0% | -0.2% |
| 30D | -13.1% | -14.6% | +1.6% | -13.0% |
| 3M | -3.9% | -18.4% | +14.5% | -3.8% |
| 6M | -18.3% | -11.9% | -6.3% | -18.2% |
| YTD | +10.3% | -26.6% | +36.9% | +10.5% |
| 1Y | +14.2% | -28.5% | +42.8% | +14.3% |
| 3Y | +35.0% | -5.1% | +40.1% | +34.2% |
| All | +73.0% | -11.0% | +84.0% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling