+100.5%
WMB vs LII
-8.7%
+109.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -13.8% | -0.6% | -13.2% | -13.8% |
| 30D | -10.3% | -4.6% | -5.7% | -10.1% |
| 3M | -10.1% | -21.2% | +11.2% | -8.6% |
| 6M | -11.8% | -36.4% | +24.6% | -9.1% |
| YTD | +8.9% | -28.9% | +37.9% | +10.6% |
| 1Y | +14.0% | -29.5% | +43.5% | +15.8% |
| 3Y | +100.5% | -8.6% | +109.1% | +94.8% |
| All | +100.5% | -8.7% | +109.3% | +94.8% |
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 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