+41.6%
AA vs LNT
+186.9%
-145.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | -0.6% | +9.6% | -10.2% | -4.0% |
| 3M | -19.7% | +5.4% | -25.1% | -21.3% |
| 6M | -41.6% | +3.1% | -44.7% | -42.6% |
| YTD | -24.6% | +16.5% | -41.1% | -29.6% |
| 1Y | +4.9% | +12.3% | -7.4% | -0.7% |
| 3Y | +66.8% | +70.3% | -3.5% | +31.2% |
| 5Y | -19.4% | +56.4% | -75.8% | -34.4% |
| All | +41.6% | +186.9% | -145.3% | +15.0% |
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