+276.8%
WMB vs LH
+32.1%
+244.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.6% | -2.5% | +3.0% | +1.1% |
| 30D | +3.3% | +4.3% | -1.1% | +2.2% |
| 3M | +3.1% | +25.5% | -22.4% | -2.4% |
| 6M | -0.7% | +17.0% | -17.7% | -4.6% |
| YTD | +25.2% | +31.3% | -6.1% | +16.6% |
| 1Y | +32.9% | +20.0% | +12.9% | +26.4% |
| 3Y | +140.6% | +63.9% | +76.7% | +108.0% |
| All | +276.8% | +32.1% | +244.7% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling