+330.8%
WM vs LNG
+813.5%
-482.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | +1.2% | +10.9% | -9.8% | -0.6% |
| 30D | +15.2% | +8.1% | +7.1% | +13.4% |
| 3M | +8.3% | +15.7% | -7.4% | +5.3% |
| 6M | +13.1% | +27.2% | -14.1% | +8.0% |
| YTD | +12.5% | +60.7% | -48.2% | +2.7% |
| 1Y | +21.8% | +46.3% | -24.5% | +12.9% |
| 3Y | +48.8% | +85.6% | -36.8% | +31.0% |
| 5Y | +62.1% | +211.6% | -149.5% | +26.0% |
| All | +330.8% | +813.5% | -482.7% | +168.6% |
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