+202.1%
LMT vs WM
+337.2%
-135.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -8.5% | -0.5% | -8.1% | -8.4% |
| 30D | +15.4% | +13.3% | +2.1% | +8.2% |
| 3M | +0.7% | +4.4% | -3.7% | -1.7% |
| 6M | +17.6% | +10.8% | +6.8% | +10.9% |
| YTD | +23.8% | +9.1% | +14.7% | +17.1% |
| 1Y | +31.6% | +19.1% | +12.5% | +18.8% |
| 3Y | +44.0% | +45.7% | -1.7% | +12.6% |
| 5Y | +98.8% | +60.4% | +38.4% | +44.0% |
| 10Y | +202.1% | +328.7% | -126.6% | +37.2% |
| All | +202.1% | +337.2% | -135.1% | +37.2% |
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