+14.0%
WMB vs LSCC
+68.2%
-54.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.8% |
| 7D | -13.8% | +13.0% | -26.8% | -14.5% |
| 30D | -10.3% | -19.8% | +9.5% | -9.3% |
| 3M | -10.1% | -18.4% | +8.3% | -9.3% |
| 6M | -11.8% | -16.1% | +4.3% | -11.5% |
| YTD | +8.9% | +42.7% | -33.8% | +5.0% |
| 1Y | +14.0% | +68.0% | -54.0% | +8.4% |
| All | +14.0% | +68.2% | -54.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling