+439.9%
AG vs LNT
+621.2%
-181.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.6% |
| 7D | +4.5% | +1.0% | +3.5% | +3.9% |
| 30D | +12.9% | -1.1% | +14.0% | +13.4% |
| 3M | +20.9% | -3.6% | +24.5% | +22.8% |
| 6M | -19.5% | -2.7% | -16.9% | -19.2% |
| YTD | +24.8% | +8.0% | +16.8% | +18.4% |
| 1Y | +120.2% | +10.5% | +109.8% | +106.2% |
| 3Y | +279.0% | +49.6% | +229.4% | +195.9% |
| 5Y | +67.9% | +32.2% | +35.7% | +38.9% |
| 10Y | +57.5% | +141.8% | -84.3% | -15.3% |
| All | +439.9% | +621.2% | -181.3% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling