+128.3%
WFC vs LNT
+31.1%
+97.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +10.0% | -5.5% | +15.5% | +11.6% |
| 6M | +15.1% | -3.8% | +18.9% | +15.9% |
| YTD | -2.2% | +6.8% | -9.0% | -4.9% |
| 1Y | +13.5% | +9.3% | +4.1% | +9.4% |
| 3Y | +135.2% | +47.9% | +87.3% | +103.7% |
| 5Y | +128.3% | +31.6% | +96.7% | +111.0% |
| All | +128.3% | +31.1% | +97.2% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling