+296.4%
WBD vs LNT
+943.4%
-647.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +5.0% | -1.1% | +6.1% | +5.5% |
| 3M | +6.2% | -3.6% | +9.8% | +7.9% |
| 6M | +0.6% | -2.7% | +3.3% | +1.3% |
| YTD | -2.4% | +8.0% | -10.4% | -7.0% |
| 1Y | +127.7% | +10.5% | +117.2% | +114.4% |
| 3Y | +148.4% | +49.6% | +98.8% | +99.3% |
| 5Y | +4.2% | +32.2% | -28.0% | -12.7% |
| 10Y | +10.8% | +141.8% | -131.0% | -37.5% |
| All | +296.4% | +943.4% | -647.0% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling