+144.8%
IBM vs LNT
+185.4%
-40.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +6.8% | +9.9% | -3.2% | +2.6% |
| 3M | +4.4% | +4.8% | -0.4% | +2.2% |
| 6M | +13.2% | +2.2% | +11.0% | +11.7% |
| YTD | -15.1% | +15.9% | -31.0% | -21.1% |
| 1Y | -20.2% | +10.6% | -30.7% | -24.3% |
| 3Y | +79.3% | +66.1% | +13.2% | +39.8% |
| 5Y | +147.5% | +55.6% | +91.9% | +95.2% |
| All | +144.8% | +185.4% | -40.6% | +60.3% |
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