+280.9%
WMB vs LH
+263.2%
+17.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | -7.1% | +18.0% | -25.1% | -13.4% |
| 3M | -4.0% | +15.7% | -19.7% | -10.0% |
| 6M | -5.7% | +46.6% | -52.4% | -20.4% |
| YTD | +17.2% | +49.5% | -32.3% | -2.5% |
| 1Y | +17.2% | +40.2% | -23.0% | +0.2% |
| 3Y | +121.1% | +87.6% | +33.5% | +61.7% |
| 5Y | +197.2% | +59.3% | +137.9% | +129.3% |
| 10Y | +280.9% | +266.1% | +14.9% | +90.2% |
| All | +280.9% | +263.2% | +17.7% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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