+273.5%
SHW vs LNT
+148.3%
+125.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -12.7% | -1.9% | -10.8% | -11.9% |
| 3M | +4.7% | -7.2% | +11.9% | +8.4% |
| 6M | -3.4% | -3.9% | +0.5% | -1.7% |
| YTD | -1.3% | +5.9% | -7.2% | -4.2% |
| 1Y | -10.4% | +8.4% | -18.7% | -14.1% |
| 3Y | +20.1% | +46.6% | -26.5% | -1.5% |
| 5Y | +10.5% | +32.4% | -22.0% | -5.6% |
| All | +273.5% | +148.3% | +125.2% | +160.8% |
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