+301.5%
ROST vs LNT
+186.9%
+114.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | +0.3% | +1.0% | -0.8% | -0.1% |
| 30D | +0.5% | +9.6% | -9.1% | -3.0% |
| 3M | -5.2% | +5.4% | -10.6% | -7.2% |
| 6M | +9.8% | +3.1% | +6.7% | +8.1% |
| YTD | +29.4% | +16.5% | +12.9% | +21.0% |
| 1Y | +44.4% | +12.3% | +32.0% | +36.9% |
| 3Y | +95.0% | +70.3% | +24.7% | +52.8% |
| 5Y | +111.9% | +56.4% | +55.4% | +69.1% |
| All | +301.5% | +186.9% | +114.6% | +178.2% |
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