+97.6%
AGG vs LNT
+1,332.0%
-1,234.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -0.7% | -5.5% | +4.8% | -0.5% |
| 6M | -1.8% | -3.8% | +2.0% | -1.7% |
| YTD | -0.6% | +6.8% | -7.4% | -0.8% |
| 1Y | +0.4% | +9.3% | -8.9% | +0.1% |
| 3Y | +13.2% | +47.9% | -34.8% | +11.7% |
| 5Y | -2.0% | +31.6% | -33.6% | -3.0% |
| 10Y | +15.1% | +150.1% | -135.1% | +12.5% |
| All | +97.6% | +1,332.0% | -1,234.4% | +93.0% |
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 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