+319.6%
WM vs LNT
+182.6%
+137.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.2% | +1.6% | -0.4% | +0.4% |
| 30D | +13.7% | +12.1% | +1.6% | +7.4% |
| 3M | +5.2% | +8.2% | -3.0% | +1.1% |
| 6M | +11.2% | +3.6% | +7.6% | +9.1% |
| YTD | +9.4% | +16.2% | -6.8% | +1.3% |
| 1Y | +20.4% | +12.8% | +7.6% | +13.0% |
| 3Y | +44.7% | +66.5% | -21.8% | +10.4% |
| 5Y | +58.5% | +53.8% | +4.7% | +23.9% |
| All | +319.6% | +182.6% | +137.0% | +160.7% |
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