+67.3%
AG vs LNT
+30.4%
+36.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.4% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | +6.4% | -1.9% | +8.3% | +7.3% |
| 3M | +28.4% | -7.2% | +35.5% | +32.4% |
| 6M | -24.5% | -3.9% | -20.6% | -23.8% |
| YTD | +21.2% | +5.9% | +15.3% | +16.2% |
| 1Y | +114.1% | +8.4% | +105.7% | +102.7% |
| 3Y | +268.0% | +46.6% | +221.4% | +187.3% |
| 5Y | +67.3% | +32.4% | +34.9% | +28.2% |
| All | +67.3% | +30.4% | +36.9% | +28.2% |
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