+266.3%
WMB vs LII
+166.2%
+100.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | -7.2% | -2.4% | -4.8% | -7.0% |
| 3M | -5.4% | -17.5% | +12.1% | -1.3% |
| 6M | -4.9% | -32.8% | +28.0% | +3.2% |
| YTD | +14.7% | -27.7% | +42.4% | +20.5% |
| 1Y | +14.7% | -28.1% | +42.8% | +20.6% |
| 3Y | +116.4% | -9.7% | +126.0% | +101.3% |
| 5Y | +198.5% | +19.5% | +179.0% | +144.5% |
| 10Y | +266.3% | +170.6% | +95.7% | +139.8% |
| All | +266.3% | +166.2% | +100.0% | +139.8% |
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