+3,186.5%
LNT vs WSM
+34,818.5%
-31,632.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.0% | +2.6% | -1.6% | +0.8% |
| 30D | -1.1% | -9.5% | +8.4% | -0.3% |
| 3M | -3.6% | +12.9% | -16.5% | -4.6% |
| 6M | -2.7% | +23.0% | -25.7% | -4.5% |
| YTD | +8.0% | +28.9% | -20.9% | +5.5% |
| 1Y | +10.5% | +13.7% | -3.2% | +8.8% |
| 3Y | +49.6% | +232.6% | -183.1% | +32.5% |
| 5Y | +32.2% | +185.9% | -153.6% | +16.7% |
| 10Y | +141.8% | +998.6% | -856.8% | +84.0% |
| All | +3,186.5% | +34,818.5% | -31,632.1% | +1,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling