+116.4%
WMB vs LH
+86.6%
+29.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -6.9% | +4.8% | -11.7% | -7.5% |
| 30D | -7.2% | +18.8% | -26.0% | -9.4% |
| 3M | -5.4% | +15.7% | -21.1% | -7.4% |
| 6M | -4.9% | +46.7% | -51.5% | -10.9% |
| YTD | +14.7% | +48.9% | -34.2% | +6.5% |
| 1Y | +14.7% | +43.5% | -28.8% | +7.5% |
| 3Y | +116.4% | +86.9% | +29.5% | +81.2% |
| All | +116.4% | +86.6% | +29.8% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling