+1,188.5%
WDC vs LMT
+188.6%
+1,000.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -1.5% | -13.1% | +11.6% | +3.2% |
| 3M | -15.5% | -3.9% | -11.6% | -15.3% |
| 6M | +66.5% | -18.3% | +84.7% | +77.2% |
| YTD | +159.9% | +10.3% | +149.5% | +144.0% |
| 1Y | +366.0% | +14.2% | +351.7% | +329.3% |
| 3Y | +1,285.8% | +35.0% | +1,250.8% | +1,035.8% |
| 5Y | +925.6% | +73.2% | +852.3% | +593.0% |
| All | +1,188.5% | +188.6% | +1,000.0% | +674.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling