+7.0%
SHW vs LNT
+13.9%
-6.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.4% | +5.3% |
| 7D | +13.3% | +7.2% | +6.2% | +9.5% |
| 30D | +14.1% | +15.6% | -1.5% | +6.3% |
| 3M | +0.8% | +5.2% | -4.4% | -1.6% |
| 6M | +17.6% | +1.7% | +16.0% | +16.7% |
| YTD | +13.0% | +17.0% | -4.0% | +5.0% |
| 1Y | +7.0% | +14.2% | -7.3% | +0.4% |
| All | +7.0% | +13.9% | -6.9% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling