+144.2%
LNT vs WY
+7.6%
+136.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.0% | -4.2% | +3.1% | +0.2% |
| 30D | -4.2% | -10.1% | +5.8% | -1.3% |
| 3M | -6.7% | -8.5% | +1.8% | -4.5% |
| 6M | -3.6% | -3.3% | -0.2% | -3.0% |
| YTD | +5.9% | -4.4% | +10.3% | +6.6% |
| 1Y | +7.3% | -11.5% | +18.7% | +10.2% |
| 3Y | +46.5% | -24.3% | +70.8% | +55.8% |
| 5Y | +32.5% | -21.3% | +53.8% | +36.9% |
| All | +144.2% | +7.6% | +136.6% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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