-2.6%
SW vs LNT
+51.7%
-54.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +6.8% | +12.3% | -5.5% | +5.1% |
| 3M | -5.2% | +5.3% | -10.5% | -5.9% |
| 6M | +7.4% | +2.0% | +5.4% | +7.1% |
| YTD | +17.4% | +15.3% | +2.1% | +15.3% |
| 1Y | +27.1% | +12.3% | +14.8% | +25.2% |
| 3Y | +47.9% | +59.1% | -11.2% | +42.2% |
| All | -2.6% | +51.7% | -54.3% | -3.0% |
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