+427.2%
LIN vs WMB
+278.0%
+149.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +0.3% | +1.6% | -1.2% | -0.2% |
| 30D | +8.0% | -7.1% | +15.1% | +9.9% |
| 3M | +7.7% | -4.0% | +11.7% | +8.3% |
| 6M | +5.1% | -5.7% | +10.8% | +6.0% |
| YTD | +24.7% | +17.2% | +7.5% | +17.4% |
| 1Y | +25.1% | +17.2% | +7.9% | +17.6% |
| 3Y | +36.8% | +121.1% | -84.2% | +3.2% |
| 5Y | +67.9% | +197.2% | -129.3% | +14.0% |
| 10Y | +427.2% | +280.9% | +146.3% | +212.3% |
| All | +427.2% | +278.0% | +149.1% | +212.3% |
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