+313.2%
WMB vs LH
+185.6%
+127.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +1.3% |
| 30D | +4.6% | +0.1% | +4.4% | +4.4% |
| 3M | +5.7% | +18.6% | -12.9% | -1.9% |
| 6M | +4.2% | +17.9% | -13.7% | -3.5% |
| YTD | +26.8% | +28.9% | -2.1% | +12.8% |
| 1Y | +34.7% | +16.6% | +18.1% | +24.6% |
| 3Y | +146.8% | +63.6% | +83.2% | +92.4% |
| 5Y | +285.0% | +30.0% | +255.0% | +226.3% |
| 10Y | +313.2% | +191.9% | +121.3% | +121.7% |
| All | +313.2% | +185.6% | +127.6% | +121.7% |
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