+45.8%
ADP vs LNT
+35.5%
+10.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | -5.5% | +1.0% | -6.5% | -5.8% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | +17.9% | -3.6% | +21.5% | +19.4% |
| 6M | +20.3% | -2.7% | +23.0% | +21.0% |
| YTD | +5.8% | +8.0% | -2.2% | +1.6% |
| 1Y | -7.7% | +10.5% | -18.2% | -12.4% |
| 3Y | +14.7% | +49.6% | -34.8% | -5.4% |
| 5Y | +45.8% | +32.2% | +13.6% | +26.2% |
| All | +45.8% | +35.5% | +10.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling