+288.2%
WAB vs LNT
+148.3%
+139.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | -5.9% | -1.9% | -3.9% | -5.2% |
| 3M | +9.4% | -7.2% | +16.5% | +12.4% |
| 6M | +13.8% | -3.9% | +17.7% | +15.3% |
| YTD | +31.8% | +5.9% | +25.9% | +28.4% |
| 1Y | +48.5% | +8.4% | +40.2% | +43.3% |
| 3Y | +167.0% | +46.6% | +120.3% | +124.9% |
| 5Y | +222.3% | +32.4% | +189.9% | +180.5% |
| All | +288.2% | +148.3% | +139.9% | +214.4% |
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