+149.0%
WMB vs LH
+64.5%
+84.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +7.7% | +2.0% | +5.7% | +7.3% |
| 3M | +6.7% | +24.3% | -17.5% | +2.2% |
| 6M | +3.6% | +21.1% | -17.4% | -0.3% |
| YTD | +28.0% | +30.4% | -2.5% | +20.8% |
| 1Y | +37.6% | +18.4% | +19.2% | +32.7% |
| 3Y | +149.0% | +65.5% | +83.6% | +117.1% |
| All | +149.0% | +64.5% | +84.6% | +117.1% |
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