+188.8%
WMB vs LTH
+184.4%
+4.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | -13.8% | +4.5% | -18.3% | -14.3% |
| 30D | -10.3% | +16.3% | -26.7% | -12.0% |
| 3M | -10.1% | +8.4% | -18.4% | -11.1% |
| 6M | -11.8% | +40.3% | -52.1% | -15.7% |
| YTD | +8.9% | +77.3% | -68.3% | +0.6% |
| 1Y | +14.0% | +88.0% | -74.0% | +4.3% |
| 3Y | +100.5% | +274.3% | -173.7% | +69.4% |
| 5Y | +179.5% | +142.9% | +36.6% | +136.4% |
| All | +188.8% | +184.4% | +4.4% | +146.8% |
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