+120.6%
IBM vs LNT
+31.1%
+89.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +1.5% | -0.5% | +2.0% | +1.6% |
| 3M | -12.9% | -5.5% | -7.4% | -11.5% |
| 6M | -3.9% | -3.8% | -0.1% | -3.1% |
| YTD | -17.3% | +6.8% | -24.2% | -19.7% |
| 1Y | -5.0% | +9.3% | -14.3% | -8.4% |
| 3Y | +78.2% | +47.9% | +30.3% | +53.9% |
| 5Y | +120.6% | +31.6% | +89.0% | +100.4% |
| All | +120.6% | +31.1% | +89.5% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling