+322.9%
WMB vs LSCC
+1,772.4%
-1,449.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +3.3% | -9.7% | +12.9% | +4.6% |
| 3M | +3.1% | -23.7% | +26.8% | +6.0% |
| 6M | -0.7% | +26.5% | -27.2% | -5.6% |
| YTD | +25.2% | +57.5% | -32.4% | +14.8% |
| 1Y | +32.9% | +75.7% | -42.8% | +19.4% |
| 3Y | +140.6% | +19.5% | +121.1% | +120.2% |
| 5Y | +273.5% | +83.8% | +189.7% | +200.0% |
| All | +322.9% | +1,772.4% | -1,449.5% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling