+336.4%
WM vs LNT
+168.9%
+167.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | +13.1% | +12.3% | +0.8% | +6.8% |
| 3M | +3.6% | +5.3% | -1.7% | +0.9% |
| 6M | +8.1% | +2.0% | +6.0% | +6.9% |
| YTD | +8.9% | +15.3% | -6.4% | +1.3% |
| 1Y | +20.3% | +12.3% | +8.0% | +13.3% |
| 3Y | +46.2% | +59.1% | -12.9% | +14.6% |
| 5Y | +59.9% | +51.7% | +8.2% | +26.4% |
| All | +336.4% | +168.9% | +167.5% | +185.9% |
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