+642.9%
WDC vs LNT
+186.9%
+456.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.1% |
| 7D | +12.1% | +1.0% | +11.0% | +11.8% |
| 30D | -18.8% | +9.6% | -28.4% | -21.2% |
| 3M | -39.3% | +5.4% | -44.7% | -40.4% |
| 6M | -40.1% | +3.1% | -43.2% | -41.3% |
| YTD | +71.8% | +16.5% | +55.3% | +61.0% |
| 1Y | +88.5% | +12.3% | +76.2% | +78.7% |
| 3Y | +770.0% | +70.3% | +699.7% | +586.2% |
| 5Y | +549.0% | +56.4% | +492.6% | +419.5% |
| All | +642.9% | +186.9% | +456.0% | +415.1% |
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