+8,627.7%
WFC vs LMT
+11,710.5%
-3,082.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +3.8% | -6.3% | +10.0% | +6.2% |
| 30D | +1.5% | -8.5% | +10.0% | +4.6% |
| 3M | +10.9% | +1.8% | +9.0% | +9.4% |
| 6M | +8.4% | -19.9% | +28.4% | +16.5% |
| YTD | -1.9% | +10.6% | -12.4% | -6.7% |
| 1Y | +12.3% | +17.9% | -5.6% | +4.1% |
| 3Y | +132.3% | +27.0% | +105.4% | +104.3% |
| 5Y | +130.1% | +68.7% | +61.4% | +77.9% |
| 10Y | +134.4% | +181.1% | -46.7% | +52.7% |
| All | +8,627.7% | +11,710.5% | -3,082.8% | +1,946.6% |
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 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