+302.7%
ROST vs LNT
+148.3%
+154.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -10.3% | -1.9% | -8.3% | -9.7% |
| 3M | -2.6% | -7.2% | +4.6% | -0.1% |
| 6M | +6.5% | -3.9% | +10.4% | +7.6% |
| YTD | +25.9% | +5.9% | +20.1% | +22.3% |
| 1Y | +52.3% | +8.4% | +44.0% | +46.4% |
| 3Y | +94.6% | +46.6% | +47.9% | +62.3% |
| 5Y | +111.1% | +32.4% | +78.7% | +81.3% |
| All | +302.7% | +148.3% | +154.4% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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