+48.7%
WM vs LNG
+85.6%
-37.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.2% | +11.3% | -8.1% | +1.7% |
| 30D | +13.0% | +10.6% | +2.4% | +11.1% |
| 3M | +9.2% | +16.1% | -6.9% | +6.5% |
| 6M | +13.6% | +29.6% | -15.9% | +8.7% |
| YTD | +12.4% | +60.3% | -47.9% | +3.6% |
| 1Y | +21.2% | +46.1% | -24.9% | +13.3% |
| 3Y | +48.7% | +85.9% | -37.3% | +36.8% |
| All | +48.7% | +85.6% | -37.0% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling