+2,562.9%
IBM vs LNT
+3,444.2%
-881.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +1.0% | +0.5% | +1.2% |
| 30D | +9.2% | +9.6% | -0.4% | +5.8% |
| 3M | +4.9% | +5.4% | -0.5% | +2.9% |
| 6M | +16.8% | +3.1% | +13.6% | +15.2% |
| YTD | -14.3% | +16.5% | -30.8% | -19.2% |
| 1Y | -16.7% | +12.3% | -29.0% | -20.5% |
| 3Y | +82.2% | +70.3% | +11.9% | +49.7% |
| 5Y | +149.9% | +56.4% | +93.5% | +109.3% |
| 10Y | +142.6% | +184.3% | -41.7% | +66.5% |
| All | +2,562.9% | +3,444.2% | -881.3% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling