+134.5%
IBM vs LNT
+148.3%
-13.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | -1.8% | -1.9% | +0.1% | -1.2% |
| 3M | -13.5% | -7.2% | -6.3% | -10.9% |
| 6M | -5.1% | -3.9% | -1.2% | -4.0% |
| YTD | -19.4% | +5.9% | -25.3% | -22.1% |
| 1Y | -6.5% | +8.4% | -14.9% | -10.7% |
| 3Y | +73.8% | +46.6% | +27.2% | +43.5% |
| 5Y | +116.3% | +32.4% | +83.9% | +84.3% |
| All | +134.5% | +148.3% | -13.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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