+253.4%
AG vs LNT
+46.9%
+206.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.7% | -1.0% | -5.7% | -6.3% |
| 30D | +2.2% | -4.2% | +6.4% | +3.9% |
| 3M | +15.7% | -6.7% | +22.4% | +18.6% |
| 6M | -23.8% | -3.6% | -20.2% | -23.5% |
| YTD | +17.6% | +5.9% | +11.8% | +12.7% |
| 1Y | +88.6% | +7.3% | +81.4% | +79.2% |
| 3Y | +253.4% | +46.5% | +206.9% | +154.0% |
| All | +253.4% | +46.9% | +206.5% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling