+651.5%
ADI vs LNT
+148.3%
+503.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | -1.2% | -4.2% | +3.1% | +0.2% |
| 3M | -7.8% | -6.7% | -1.1% | -6.1% |
| 6M | +19.3% | -3.6% | +22.9% | +20.0% |
| YTD | +40.9% | +5.9% | +35.0% | +37.1% |
| 1Y | +54.5% | +7.3% | +47.2% | +49.4% |
| 3Y | +123.4% | +46.5% | +76.9% | +90.5% |
| 5Y | +142.3% | +32.5% | +109.8% | +112.1% |
| All | +651.5% | +148.3% | +503.2% | +458.7% |
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