+32.4%
LNT vs WSM
+171.2%
-138.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -1.9% | -10.7% | +8.8% | -1.4% |
| 3M | -7.2% | +8.5% | -15.7% | -7.6% |
| 6M | -3.9% | +19.6% | -23.5% | -4.9% |
| YTD | +5.9% | +26.6% | -20.7% | +4.3% |
| 1Y | +8.4% | +12.0% | -3.6% | +7.4% |
| 3Y | +46.6% | +226.6% | -180.0% | +33.3% |
| 5Y | +32.4% | +174.1% | -141.7% | +18.2% |
| All | +32.4% | +171.2% | -138.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling