+328.7%
WM vs LNG
+711.1%
-382.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -0.5% | -8.4% | +7.9% | +0.9% |
| 30D | +13.3% | +2.7% | +10.6% | +12.5% |
| 3M | +4.4% | +11.7% | -7.4% | +2.0% |
| 6M | +10.8% | +19.5% | -8.7% | +6.9% |
| YTD | +9.1% | +48.0% | -38.9% | +1.0% |
| 1Y | +19.1% | +38.4% | -19.2% | +11.6% |
| 3Y | +45.7% | +71.9% | -26.2% | +30.0% |
| 5Y | +60.4% | +179.9% | -119.4% | +27.4% |
| 10Y | +328.7% | +700.5% | -371.8% | +176.4% |
| All | +328.7% | +711.1% | -382.4% | +176.4% |
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