+356.5%
WELL vs LNT
+140.9%
+215.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +0.7% | -0.5% | +1.3% | +1.0% |
| 3M | +14.5% | -5.5% | +20.0% | +19.3% |
| 6M | +14.4% | -3.8% | +18.2% | +17.6% |
| YTD | +28.5% | +6.8% | +21.6% | +22.2% |
| 1Y | +41.8% | +9.3% | +32.5% | +32.5% |
| 3Y | +202.8% | +47.9% | +154.9% | +122.0% |
| 5Y | +208.8% | +31.6% | +177.2% | +142.7% |
| 10Y | +356.5% | +150.1% | +206.4% | +136.0% |
| All | +356.5% | +140.9% | +215.6% | +136.0% |
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