+3,186.5%
LNT vs WY
+676.8%
+2,509.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.3% |
| 7D | +1.0% | -2.1% | +3.1% | +1.5% |
| 30D | -1.1% | -10.5% | +9.4% | +1.4% |
| 3M | -3.6% | -4.9% | +1.3% | -2.7% |
| 6M | -2.7% | -4.9% | +2.3% | -1.8% |
| YTD | +8.0% | -1.7% | +9.7% | +7.9% |
| 1Y | +10.5% | -9.4% | +19.8% | +12.3% |
| 3Y | +49.6% | -22.3% | +71.9% | +56.2% |
| 5Y | +32.2% | -20.5% | +52.8% | +35.8% |
| 10Y | +141.8% | +4.9% | +136.8% | +120.5% |
| All | +3,186.5% | +676.8% | +2,509.7% | +1,946.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling