+180.2%
WMB vs LSCC
+18.7%
+161.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.6% | +3.3% | -4.6% |
| 7D | -14.2% | -4.8% | -9.4% | -13.9% |
| 30D | -11.2% | -27.1% | +15.9% | -9.0% |
| 3M | -9.9% | -23.6% | +13.7% | -8.1% |
| 6M | -14.4% | -19.8% | +5.5% | -13.6% |
| YTD | +9.2% | +33.2% | -24.0% | +4.6% |
| 1Y | +15.1% | +55.2% | -40.2% | +8.5% |
| 3Y | +99.2% | +70.1% | +29.1% | +80.3% |
| 5Y | +180.2% | +19.5% | +160.7% | +151.9% |
| All | +180.2% | +18.7% | +161.6% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling