+198.5%
WMB vs LH
+64.6%
+134.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -6.9% | +4.8% | -11.7% | -7.8% |
| 30D | -7.2% | +18.8% | -26.0% | -10.7% |
| 3M | -5.4% | +15.7% | -21.1% | -8.6% |
| 6M | -4.9% | +46.7% | -51.5% | -13.4% |
| YTD | +14.7% | +48.9% | -34.2% | +3.5% |
| 1Y | +14.7% | +43.5% | -28.8% | +4.5% |
| 3Y | +116.4% | +86.9% | +29.5% | +80.2% |
| 5Y | +198.5% | +60.4% | +138.1% | +143.0% |
| All | +198.5% | +64.6% | +134.0% | +143.0% |
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