+296.4%
SPGI vs LNT
+140.9%
+155.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +2.0% | -0.5% | +2.5% | +2.2% |
| 3M | +4.3% | -5.5% | +9.8% | +6.9% |
| 6M | -0.2% | -3.8% | +3.6% | +1.1% |
| YTD | -14.8% | +6.8% | -21.6% | -18.0% |
| 1Y | -18.5% | +9.3% | -27.9% | -22.6% |
| 3Y | +16.0% | +47.9% | -32.0% | -5.5% |
| 5Y | +2.2% | +31.6% | -29.4% | -12.9% |
| 10Y | +296.4% | +150.1% | +146.3% | +179.7% |
| All | +296.4% | +140.9% | +155.5% | +179.7% |
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