+111.1%
ROST vs LNT
+30.4%
+80.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -10.3% | -1.9% | -8.3% | -9.9% |
| 3M | -2.6% | -7.2% | +4.6% | -1.0% |
| 6M | +6.5% | -3.9% | +10.4% | +7.2% |
| YTD | +25.9% | +5.9% | +20.1% | +23.3% |
| 1Y | +52.3% | +8.4% | +44.0% | +48.1% |
| 3Y | +94.6% | +46.6% | +47.9% | +71.1% |
| 5Y | +111.1% | +32.4% | +78.7% | +90.0% |
| All | +111.1% | +30.4% | +80.7% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling