+218.1%
AA vs LNT
+3,425.8%
-3,207.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.0% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | -2.3% | +9.9% | -12.2% | -7.1% |
| 3M | -20.8% | +4.8% | -25.6% | -22.9% |
| 6M | -39.8% | +2.2% | -42.0% | -41.0% |
| YTD | -23.3% | +15.9% | -39.2% | -29.9% |
| 1Y | +1.8% | +10.6% | -8.7% | -4.7% |
| 3Y | +69.5% | +66.1% | +3.5% | +25.6% |
| 5Y | -18.0% | +55.6% | -73.6% | -37.7% |
| 10Y | +45.7% | +182.8% | -137.2% | -25.2% |
| All | +218.1% | +3,425.8% | -3,207.8% | -41.6% |
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 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