+255.2%
AG vs LNT
+677.7%
-422.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.7% |
| 7D | -10.0% | +1.0% | -11.0% | -10.4% |
| 30D | -10.5% | +9.6% | -20.1% | -15.0% |
| 3M | -27.3% | +5.4% | -32.7% | -29.5% |
| 6M | -43.0% | +3.1% | -46.1% | -44.5% |
| YTD | -17.9% | +16.5% | -34.4% | -25.4% |
| 1Y | +11.9% | +12.3% | -0.4% | +3.7% |
| 3Y | +201.8% | +70.3% | +131.5% | +119.5% |
| 5Y | -0.1% | +56.4% | -56.5% | -24.6% |
| 10Y | +72.7% | +184.3% | -111.6% | -15.8% |
| All | +255.2% | +677.7% | -422.6% | -7.5% |
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