+20.4%
WM vs LNG
+42.8%
-22.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | 0.0% |
| 7D | +1.2% | -5.5% | +6.6% | +1.8% |
| 30D | +13.7% | +5.7% | +7.9% | +12.4% |
| 3M | +5.2% | +10.7% | -5.5% | +3.2% |
| 6M | +11.2% | +23.1% | -11.9% | +7.2% |
| YTD | +9.4% | +52.4% | -43.0% | +2.7% |
| 1Y | +20.4% | +40.0% | -19.7% | +15.5% |
| All | +20.4% | +42.8% | -22.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling