+72.3%
AA vs LNT
+67.8%
+4.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -1.3% | +11.6% | -12.9% | -3.9% |
| 3M | -23.9% | +8.2% | -32.1% | -25.4% |
| 6M | -36.8% | +3.1% | -39.9% | -37.4% |
| YTD | -22.2% | +16.8% | -38.9% | -26.3% |
| 1Y | +10.4% | +11.6% | -1.3% | +6.4% |
| All | +72.3% | +67.8% | +4.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling