+46.5%
LNT vs WYNN
-5.1%
+51.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.0% | -4.2% | +3.2% | -0.8% |
| 30D | -4.2% | -14.6% | +10.4% | -3.5% |
| 3M | -6.7% | -18.4% | +11.7% | -5.8% |
| 6M | -3.6% | -11.9% | +8.3% | -3.1% |
| YTD | +5.9% | -26.6% | +32.5% | +7.4% |
| 1Y | +7.3% | -28.5% | +35.8% | +8.8% |
| 3Y | +46.5% | -5.1% | +51.6% | +40.9% |
| All | +46.5% | -5.1% | +51.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 3y: compounded portfolio wealth divided by compounded WYNN 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…
3y analysis · Full analysis span regression · 6 months rolling