+281.4%
WMB vs LVS
-10.5%
+291.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | +7.8% | -0.8% | +8.7% | +8.0% |
| 30D | -5.1% | +10.0% | -15.1% | -7.7% |
| 3M | -4.7% | -11.0% | +6.3% | -2.4% |
| 6M | -7.4% | -20.1% | +12.7% | -2.8% |
| YTD | +17.5% | -36.3% | +53.8% | +29.7% |
| 1Y | +19.5% | -36.8% | +56.3% | +32.1% |
| 3Y | +121.3% | -9.5% | +130.8% | +112.5% |
| 5Y | +200.5% | +9.3% | +191.2% | +151.7% |
| All | +281.4% | -10.5% | +291.9% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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