+1,661.3%
LMT vs WYNN
+1,166.9%
+494.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | -4.2% | +4.0% | +0.3% |
| 30D | -13.1% | -14.6% | +1.6% | -11.6% |
| 3M | -3.9% | -18.4% | +14.5% | -1.8% |
| 6M | -18.3% | -11.9% | -6.3% | -17.3% |
| YTD | +10.3% | -26.6% | +36.9% | +13.7% |
| 1Y | +14.2% | -28.5% | +42.8% | +17.6% |
| 3Y | +35.0% | -5.1% | +40.1% | +32.5% |
| 5Y | +73.2% | -10.5% | +83.7% | +66.4% |
| 10Y | +186.8% | +0.3% | +186.6% | +152.5% |
| All | +1,661.3% | +1,166.9% | +494.4% | +1,266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling