+28,547.2%
WM vs LNT
+3,407.5%
+25,139.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | +13.1% | +12.3% | +0.8% | +8.3% |
| 3M | +3.6% | +5.3% | -1.7% | +1.6% |
| 6M | +8.1% | +2.0% | +6.0% | +7.2% |
| YTD | +8.9% | +15.3% | -6.4% | +3.1% |
| 1Y | +20.3% | +12.3% | +8.0% | +15.0% |
| 3Y | +46.2% | +59.1% | -12.9% | +21.7% |
| 5Y | +59.9% | +51.7% | +8.2% | +34.3% |
| 10Y | +345.6% | +170.1% | +175.5% | +203.6% |
| All | +28,547.2% | +3,407.5% | +25,139.7% | +8,755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling