+144.2%
LNT vs WSM
+1,071.8%
-927.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -4.2% | -7.7% | +3.5% | -3.7% |
| 3M | -6.7% | +3.8% | -10.4% | -7.0% |
| 6M | -3.6% | +22.7% | -26.2% | -5.3% |
| YTD | +5.9% | +28.0% | -22.1% | +3.5% |
| 1Y | +7.3% | +12.7% | -5.5% | +5.8% |
| 3Y | +46.5% | +231.3% | -184.8% | +28.8% |
| 5Y | +32.5% | +177.2% | -144.7% | +16.4% |
| All | +144.2% | +1,071.8% | -927.6% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling