+259.9%
WMB vs LII
+170.7%
+89.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.2% |
| 7D | -6.7% | -1.2% | -5.5% | -6.4% |
| 30D | -8.6% | -2.0% | -6.6% | -8.5% |
| 3M | -4.9% | -20.2% | +15.3% | 0.0% |
| 6M | -6.3% | -32.5% | +26.2% | +1.5% |
| YTD | +13.0% | -27.4% | +40.4% | +18.6% |
| 1Y | +14.9% | -28.2% | +43.1% | +20.9% |
| 3Y | +113.4% | -7.2% | +120.6% | +96.7% |
| 5Y | +190.2% | +19.9% | +170.2% | +137.5% |
| 10Y | +259.9% | +168.6% | +91.2% | +135.6% |
| All | +259.9% | +170.7% | +89.1% | +135.6% |
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