+298.4%
WMB vs LVS
0.0%
+298.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -1.0% | -3.5% | +2.4% | -0.1% |
| 30D | -0.4% | -6.2% | +5.8% | +1.1% |
| 3M | +3.2% | -14.8% | +18.0% | +7.2% |
| 6M | +0.1% | -20.9% | +20.9% | +5.4% |
| YTD | +23.9% | -33.0% | +56.9% | +35.6% |
| 1Y | +27.6% | -20.0% | +47.6% | +32.0% |
| 3Y | +141.9% | -6.9% | +148.8% | +131.6% |
| 5Y | +273.8% | +9.1% | +264.7% | +214.5% |
| All | +298.4% | 0.0% | +298.4% | +231.7% |
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