+541.0%
WMB vs LII
+3,124.4%
-2,583.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +3.3% | -12.6% | +15.9% | +7.9% |
| 3M | +3.1% | -24.4% | +27.6% | +11.5% |
| 6M | -0.7% | -28.7% | +28.0% | +8.5% |
| YTD | +25.2% | -19.1% | +44.3% | +30.0% |
| 1Y | +32.9% | -29.7% | +62.6% | +44.1% |
| 3Y | +140.6% | +4.8% | +135.8% | +116.5% |
| 5Y | +273.5% | +24.6% | +248.9% | +204.6% |
| 10Y | +334.2% | +169.2% | +165.0% | +155.3% |
| All | +541.0% | +3,124.4% | -2,583.4% | +45.4% |
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