-4.2%
IBM vs LNT
+9.3%
-13.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.2% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +1.5% | -0.5% | +2.0% | +1.5% |
| 3M | -12.9% | -5.5% | -7.4% | -12.6% |
| 6M | -3.9% | -3.8% | -0.1% | -2.8% |
| YTD | -17.3% | +6.8% | -24.2% | -15.7% |
| All | -4.2% | +9.3% | -13.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling