+190.4%
LMT vs WMB
+282.5%
-92.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +5.1% | +7.8% | -2.7% | +3.6% |
| 30D | +14.1% | -5.1% | +19.2% | +15.2% |
| 3M | +0.3% | -4.7% | +5.0% | +1.1% |
| 6M | +16.1% | -7.4% | +23.5% | +17.5% |
| YTD | +25.5% | +17.5% | +8.0% | +20.9% |
| 1Y | +34.1% | +19.5% | +14.7% | +28.7% |
| 3Y | +45.1% | +121.3% | -76.2% | +20.7% |
| 5Y | +100.9% | +200.5% | -99.6% | +56.0% |
| All | +190.4% | +282.5% | -92.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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