+6,598.0%
WMB vs LH
+1,382.1%
+5,215.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 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% | -2.5% |
| 6M | -0.7% | +17.0% | -17.7% | -4.7% |
| YTD | +25.2% | +31.3% | -6.1% | +16.7% |
| 1Y | +32.9% | +20.0% | +12.9% | +26.4% |
| 3Y | +140.6% | +63.9% | +76.7% | +110.8% |
| 5Y | +273.5% | +30.9% | +242.6% | +241.4% |
| 10Y | +334.2% | +191.4% | +142.8% | +226.5% |
| All | +6,598.0% | +1,382.1% | +5,215.9% | +3,693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling