+1,228.2%
WDC vs LNT
+148.3%
+1,079.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | +4.4% | -1.1% | +5.5% | +4.8% |
| 30D | +5.3% | -1.9% | +7.2% | +6.0% |
| 3M | -5.9% | -7.2% | +1.3% | -4.3% |
| 6M | +73.2% | -3.9% | +77.1% | +73.7% |
| YTD | +167.8% | +5.9% | +162.0% | +159.0% |
| 1Y | +386.0% | +8.4% | +377.6% | +364.4% |
| 3Y | +1,309.7% | +46.6% | +1,263.1% | +1,074.1% |
| 5Y | +957.1% | +32.4% | +924.6% | +804.4% |
| All | +1,228.2% | +148.3% | +1,079.9% | +833.2% |
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