+208.6%
LMT vs WM
+339.4%
-130.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -11.0% | +1.2% | -12.2% | -11.6% |
| 30D | +13.6% | +13.1% | +0.5% | +6.6% |
| 3M | -2.1% | +3.6% | -5.7% | -4.1% |
| 6M | +11.7% | +8.1% | +3.6% | +6.7% |
| YTD | +19.4% | +8.9% | +10.5% | +13.0% |
| 1Y | +24.1% | +20.3% | +3.7% | +11.3% |
| 3Y | +36.2% | +46.2% | -10.0% | +6.2% |
| 5Y | +90.7% | +59.9% | +30.8% | +38.3% |
| All | +208.6% | +339.4% | -130.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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