-39.8%
AA vs LNT
+2.3%
-42.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.5% |
| 7D | +5.3% | -0.5% | +5.8% | +5.2% |
| 30D | -2.3% | +9.9% | -12.2% | -0.4% |
| 3M | -20.8% | +4.8% | -25.6% | -20.6% |
| 6M | -39.8% | +2.2% | -42.0% | -38.6% |
| All | -39.8% | +2.3% | -42.1% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling