+459.4%
WMB vs LII
+2,790.7%
-2,331.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.4% |
| 7D | -14.2% | +0.2% | -14.4% | -14.4% |
| 30D | -11.2% | -4.6% | -6.6% | -10.4% |
| 3M | -9.9% | -21.7% | +11.8% | -2.9% |
| 6M | -14.4% | -32.8% | +18.4% | -4.6% |
| YTD | +9.2% | -27.5% | +36.8% | +17.0% |
| 1Y | +15.1% | -28.0% | +43.0% | +23.3% |
| 3Y | +99.2% | -7.2% | +106.4% | +86.2% |
| 5Y | +180.2% | +22.6% | +157.6% | +127.6% |
| 10Y | +273.7% | +171.5% | +102.2% | +116.7% |
| All | +459.4% | +2,790.7% | -2,331.2% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling