+1,142.2%
WMB vs LVS
+56.9%
+1,085.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | -6.9% | +6.7% | -13.6% | -8.4% |
| 30D | -7.2% | +13.8% | -20.9% | -10.1% |
| 3M | -5.4% | -9.5% | +4.0% | -3.8% |
| 6M | -4.9% | -22.0% | +17.1% | -0.3% |
| YTD | +14.7% | -35.7% | +50.4% | +24.6% |
| 1Y | +14.7% | -36.7% | +51.4% | +25.0% |
| 3Y | +116.4% | -8.8% | +125.2% | +110.6% |
| 5Y | +198.5% | +9.5% | +189.0% | +165.5% |
| 10Y | +266.3% | -10.9% | +277.2% | +231.1% |
| All | +1,142.2% | +56.9% | +1,085.3% | +648.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling