+2,413.6%
IBM vs LNT
+3,155.8%
-742.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | -3.2% | +3.5% | +1.3% |
| 3M | -21.6% | -4.1% | -17.5% | -20.6% |
| 6M | -4.7% | -4.6% | -0.1% | -3.5% |
| YTD | -19.1% | +7.0% | -26.1% | -21.4% |
| 1Y | -2.5% | +8.3% | -10.8% | -5.8% |
| 3Y | +74.2% | +51.0% | +23.2% | +49.0% |
| 5Y | +113.1% | +30.2% | +83.0% | +89.9% |
| 10Y | +133.5% | +143.6% | -10.1% | +68.3% |
| All | +2,413.6% | +3,155.8% | -742.2% | +778.1% |
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