+275.2%
ADP vs LNT
+148.3%
+126.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -5.7% | -1.1% | -4.6% | -5.2% |
| 30D | -1.4% | -1.9% | +0.6% | -0.5% |
| 3M | +16.6% | -7.2% | +23.7% | +20.8% |
| 6M | +24.9% | -3.9% | +28.8% | +26.6% |
| YTD | +5.6% | +5.9% | -0.3% | +1.2% |
| 1Y | -6.0% | +8.4% | -14.4% | -11.2% |
| 3Y | +14.5% | +46.6% | -32.1% | -9.9% |
| 5Y | +47.9% | +32.4% | +15.4% | +21.7% |
| All | +275.2% | +148.3% | +126.9% | +133.4% |
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 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