+199.5%
WMB vs LTH
+183.0%
+16.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -6.7% | +7.0% | -13.7% | -7.5% |
| 30D | -8.6% | +15.4% | -24.0% | -10.2% |
| 3M | -4.9% | +7.0% | -12.0% | -5.9% |
| 6M | -6.3% | +46.9% | -53.2% | -10.9% |
| YTD | +13.0% | +76.4% | -63.4% | +4.4% |
| 1Y | +14.9% | +83.7% | -68.8% | +5.5% |
| 3Y | +113.4% | +248.9% | -135.5% | +81.6% |
| 5Y | +190.2% | +141.8% | +48.3% | +145.6% |
| All | +199.5% | +183.0% | +16.5% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling