+202.0%
WMB vs LTH
+120.9%
+81.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.2% |
| 7D | +8.1% | -4.6% | +12.7% | +8.7% |
| 30D | -6.9% | +14.8% | -21.7% | -8.6% |
| 3M | -5.1% | +3.9% | -9.0% | -5.7% |
| 6M | -5.7% | +35.5% | -41.2% | -9.6% |
| YTD | +18.1% | +71.3% | -53.3% | +9.2% |
| 1Y | +18.4% | +75.7% | -57.3% | +9.1% |
| 3Y | +122.7% | +231.9% | -109.2% | +90.0% |
| 5Y | +202.0% | +130.5% | +71.6% | +154.8% |
| All | +202.0% | +120.9% | +81.2% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling