+37.3%
LMT vs WMB
+148.7%
-111.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -8.2% | +7.7% | -16.0% | -9.0% |
| 3M | +3.7% | +6.7% | -3.0% | +2.9% |
| 6M | -19.2% | +3.6% | -22.8% | -19.6% |
| YTD | +12.9% | +28.0% | -15.1% | +9.6% |
| 1Y | +19.8% | +37.6% | -17.8% | +15.0% |
| 3Y | +37.3% | +149.0% | -111.8% | +7.4% |
| All | +37.3% | +148.7% | -111.5% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling