+149.0%
WMB vs LNT
+50.4%
+98.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.9% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | +7.7% | -1.1% | +8.8% | +8.2% |
| 3M | +6.7% | -3.6% | +10.3% | +8.3% |
| 6M | +3.6% | -2.7% | +6.3% | +4.8% |
| YTD | +28.0% | +8.0% | +20.0% | +24.0% |
| 1Y | +37.6% | +10.5% | +27.2% | +31.9% |
| 3Y | +149.0% | +49.6% | +99.5% | +111.1% |
| All | +149.0% | +50.4% | +98.6% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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