+293.4%
WBD vs LMT
+1,426.7%
-1,133.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +3.9% | -12.5% | +16.4% | +9.3% |
| 3M | +5.1% | -0.5% | +5.5% | +4.4% |
| 6M | +0.6% | -20.0% | +20.6% | +8.7% |
| YTD | -3.2% | +10.4% | -13.6% | -8.9% |
| 1Y | +127.7% | +17.7% | +109.9% | +108.4% |
| 3Y | +146.6% | +34.3% | +112.3% | +107.8% |
| 5Y | +4.2% | +71.8% | -67.6% | -23.0% |
| 10Y | +13.7% | +187.0% | -173.3% | -37.3% |
| All | +293.4% | +1,426.7% | -1,133.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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