+161.8%
WAT vs LNT
+148.3%
+13.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -3.2% | -1.9% | -1.3% | -2.6% |
| 3M | +10.6% | -7.2% | +17.8% | +13.5% |
| 6M | +34.0% | -3.9% | +37.9% | +35.2% |
| YTD | +5.7% | +5.9% | -0.1% | +2.5% |
| 1Y | +37.1% | +8.4% | +28.7% | +31.5% |
| 3Y | +52.4% | +46.6% | +5.8% | +27.4% |
| 5Y | -4.4% | +32.4% | -36.9% | -17.5% |
| All | +161.8% | +148.3% | +13.5% | +95.2% |
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