+187.0%
LMT vs WMB
+315.8%
-128.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.5% | +4.6% | -17.1% | -13.3% |
| 3M | -0.5% | +5.7% | -6.2% | -1.7% |
| 6M | -20.0% | +4.2% | -24.2% | -20.9% |
| YTD | +10.4% | +26.8% | -16.5% | +5.0% |
| 1Y | +17.7% | +34.7% | -17.0% | +10.4% |
| 3Y | +34.3% | +146.8% | -112.5% | +9.6% |
| 5Y | +71.8% | +285.0% | -213.2% | +27.6% |
| 10Y | +187.0% | +313.2% | -126.2% | +108.0% |
| All | +187.0% | +315.8% | -128.8% | +108.0% |
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