+231.8%
WMB vs LTH
+160.9%
+70.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +3.3% | -4.6% | +7.8% | +3.8% |
| 3M | +3.1% | +32.8% | -29.7% | -0.6% |
| 6M | -0.7% | +64.6% | -65.3% | -7.2% |
| YTD | +25.2% | +62.6% | -37.5% | +16.9% |
| 1Y | +32.9% | +49.9% | -17.1% | +25.2% |
| 3Y | +140.6% | +151.3% | -10.8% | +111.8% |
| All | +231.8% | +160.9% | +70.9% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling