+239.3%
WMB vs LTH
+156.3%
+83.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +2.5% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +7.7% | -3.1% | +10.8% | +8.1% |
| 3M | +6.7% | +28.1% | -21.4% | +3.3% |
| 6M | +3.6% | +67.4% | -63.8% | -3.4% |
| YTD | +28.0% | +59.8% | -31.8% | +19.8% |
| 1Y | +37.6% | +45.6% | -8.0% | +30.2% |
| 3Y | +149.0% | +162.0% | -13.0% | +118.3% |
| All | +239.3% | +156.3% | +83.0% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LTH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling