+5,376.0%
WMB vs LSCC
+10,808.2%
-5,432.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | +3.3% | -9.7% | +12.9% | +4.9% |
| 3M | +3.1% | -23.7% | +26.8% | +6.6% |
| 6M | -0.7% | +26.5% | -27.2% | -6.4% |
| YTD | +25.2% | +57.5% | -32.4% | +13.1% |
| 1Y | +32.9% | +75.7% | -42.8% | +17.3% |
| 3Y | +140.6% | +19.5% | +121.1% | +114.8% |
| 5Y | +273.5% | +83.8% | +189.7% | +195.5% |
| 10Y | +334.2% | +1,772.4% | -1,438.2% | +113.9% |
| All | +5,376.0% | +10,808.2% | -5,432.2% | +1,772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling