+280.4%
WMB vs LVS
-10.9%
+291.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +1.6% | -1.3% | +2.8% | +1.8% |
| 30D | -7.1% | +12.2% | -19.3% | -10.1% |
| 3M | -4.0% | -11.3% | +7.3% | -1.6% |
| 6M | -5.7% | -21.6% | +15.9% | -0.6% |
| YTD | +17.2% | -36.6% | +53.8% | +29.5% |
| 1Y | +17.2% | -38.4% | +55.6% | +30.4% |
| 3Y | +121.1% | -10.2% | +131.2% | +112.7% |
| 5Y | +197.2% | +9.4% | +187.8% | +148.7% |
| All | +280.4% | -10.9% | +291.3% | +226.0% |
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