+322.9%
WMB vs LII
+168.6%
+154.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +3.3% | -12.6% | +15.9% | +6.7% |
| 3M | +3.1% | -24.4% | +27.6% | +9.3% |
| 6M | -0.7% | -28.7% | +28.0% | +6.3% |
| YTD | +25.2% | -19.1% | +44.3% | +28.6% |
| 1Y | +32.9% | -29.7% | +62.6% | +41.5% |
| 3Y | +140.6% | +4.8% | +135.8% | +115.0% |
| 5Y | +273.5% | +24.6% | +248.9% | +207.2% |
| All | +322.9% | +168.6% | +154.3% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling