+291.9%
AA vs LNT
+3,155.8%
-2,863.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.0% | -3.2% | +8.2% | +6.5% |
| 3M | -35.8% | -4.1% | -31.8% | -34.9% |
| 6M | -18.4% | -4.6% | -13.8% | -17.0% |
| YTD | -5.5% | +7.0% | -12.5% | -9.9% |
| 1Y | +61.0% | +8.3% | +52.7% | +52.0% |
| 3Y | +66.2% | +51.0% | +15.2% | +29.6% |
| 5Y | +11.4% | +30.2% | -18.8% | -7.3% |
| 10Y | +116.9% | +143.6% | -26.7% | +20.6% |
| All | +291.9% | +3,155.8% | -2,863.9% | -24.9% |
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