+302.9%
WM vs LNG
+545.4%
-242.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.4% |
| 7D | -0.9% | -6.2% | +5.3% | +0.2% |
| 30D | -4.3% | +8.0% | -12.3% | -5.7% |
| 3M | +0.8% | +16.9% | -16.2% | -2.1% |
| 6M | -10.8% | +8.7% | -19.4% | -12.4% |
| YTD | -0.1% | +43.0% | -43.1% | -6.6% |
| 1Y | +1.0% | +19.4% | -18.4% | -2.7% |
| 3Y | +45.1% | +74.7% | -29.6% | +29.5% |
| 5Y | +52.1% | +222.4% | -170.3% | +17.4% |
| 10Y | +302.9% | +532.2% | -229.3% | +164.5% |
| All | +302.9% | +545.4% | -242.5% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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