+8,892.5%
ITW vs LNT
+3,150.6%
+5,741.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.3% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -10.4% | -0.5% | -9.9% | -10.2% |
| 3M | +3.5% | -5.5% | +9.0% | +5.9% |
| 6M | -3.4% | -3.8% | +0.4% | -2.1% |
| YTD | +8.5% | +6.8% | +1.7% | +5.2% |
| 1Y | +3.2% | +9.3% | -6.1% | -1.0% |
| 3Y | +18.9% | +47.9% | -29.0% | -0.8% |
| 5Y | +35.0% | +31.6% | +3.4% | +17.4% |
| 10Y | +188.6% | +150.1% | +38.5% | +89.2% |
| All | +8,892.5% | +3,150.6% | +5,741.9% | +2,578.7% |
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