+185.8%
LMT vs WSM
+1,071.8%
-886.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -13.1% | -7.7% | -5.4% | -12.4% |
| 3M | -3.9% | +3.8% | -7.6% | -4.3% |
| 6M | -18.3% | +22.7% | -40.9% | -19.9% |
| YTD | +10.3% | +28.0% | -17.7% | +7.6% |
| 1Y | +14.2% | +12.7% | +1.5% | +12.5% |
| 3Y | +35.0% | +231.3% | -196.3% | +14.8% |
| 5Y | +73.2% | +177.2% | -103.9% | +47.4% |
| All | +185.8% | +1,071.8% | -886.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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