+5,376.0%
WMB vs LNT
+3,155.8%
+2,220.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.3% | -3.2% | +6.4% | +5.3% |
| 3M | +3.1% | -4.1% | +7.2% | +5.6% |
| 6M | -0.7% | -4.6% | +3.9% | +1.9% |
| YTD | +25.2% | +7.0% | +18.2% | +19.5% |
| 1Y | +32.9% | +8.3% | +24.6% | +25.6% |
| 3Y | +140.6% | +51.0% | +89.6% | +81.4% |
| 5Y | +273.5% | +30.2% | +243.3% | +201.7% |
| 10Y | +334.2% | +143.6% | +190.6% | +114.3% |
| All | +5,376.0% | +3,155.8% | +2,220.2% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling