+550.0%
LNG vs WSM
+1,071.8%
-521.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | +3.8% | -7.7% | +11.5% | +4.9% |
| 3M | +16.2% | +3.8% | +12.4% | +15.2% |
| 6M | +11.7% | +22.7% | -11.0% | +7.6% |
| YTD | +44.2% | +28.0% | +16.2% | +37.6% |
| 1Y | +18.6% | +12.7% | +5.8% | +15.1% |
| 3Y | +77.4% | +231.3% | -153.9% | +37.4% |
| 5Y | +232.3% | +177.2% | +55.1% | +157.1% |
| All | +550.0% | +1,071.8% | -521.8% | +222.6% |
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