+183.3%
LMT vs WM
+305.9%
-122.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -6.3% | -0.3% | -6.0% | -6.1% |
| 30D | -8.5% | -2.4% | -6.1% | -7.4% |
| 3M | +1.8% | +0.4% | +1.4% | +1.2% |
| 6M | -19.9% | -9.5% | -10.5% | -16.3% |
| YTD | +10.6% | +0.5% | +10.1% | +9.3% |
| 1Y | +17.9% | -1.1% | +19.0% | +17.2% |
| 3Y | +27.0% | +46.0% | -19.1% | -1.4% |
| 5Y | +68.7% | +51.8% | +16.9% | +25.4% |
| All | +183.3% | +305.9% | -122.5% | +28.6% |
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