+261.5%
WAB vs LNT
+186.9%
+74.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +5.1% | +1.0% | +4.0% | +4.7% |
| 30D | +4.0% | +9.6% | -5.6% | +0.2% |
| 3M | +0.1% | +5.4% | -5.3% | -2.1% |
| 6M | +12.8% | +3.1% | +9.7% | +11.0% |
| YTD | +40.1% | +16.5% | +23.6% | +31.1% |
| 1Y | +46.4% | +12.3% | +34.1% | +39.0% |
| 3Y | +167.4% | +70.3% | +97.1% | +110.5% |
| 5Y | +215.0% | +56.4% | +158.6% | +154.4% |
| All | +261.5% | +186.9% | +74.6% | +179.4% |
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 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