+326.5%
WMB vs LCID
-96.5%
+423.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.5% |
| 7D | -6.7% | +20.0% | -26.7% | -7.1% |
| 30D | -8.6% | -5.0% | -3.5% | -8.5% |
| 3M | -4.9% | -48.9% | +43.9% | -3.5% |
| 6M | -6.3% | -43.2% | +36.9% | -5.7% |
| YTD | +13.0% | -65.9% | +78.9% | +15.4% |
| 1Y | +14.9% | -79.2% | +94.1% | +19.2% |
| 3Y | +113.4% | -90.4% | +203.8% | +123.1% |
| 5Y | +190.2% | -99.2% | +289.3% | +214.8% |
| All | +326.5% | -96.5% | +423.0% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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