+116.4%
WMB vs LII
-8.4%
+124.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.5% |
| 7D | -6.9% | +0.4% | -7.3% | -6.9% |
| 30D | -7.2% | -2.4% | -4.8% | -7.1% |
| 3M | -5.4% | -17.5% | +12.1% | -4.2% |
| 6M | -4.9% | -32.8% | +28.0% | -2.4% |
| YTD | +14.7% | -27.7% | +42.4% | +16.4% |
| 1Y | +14.7% | -28.1% | +42.8% | +16.4% |
| 3Y | +116.4% | -9.7% | +126.0% | +111.9% |
| All | +116.4% | -8.4% | +124.7% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling