+87.3%
ALB vs LNT
+140.9%
-53.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -4.0% | -0.5% | -3.5% | -3.9% |
| 3M | -17.4% | -5.5% | -11.9% | -15.7% |
| 6M | -25.4% | -3.8% | -21.6% | -24.6% |
| YTD | -10.5% | +6.8% | -17.4% | -14.4% |
| 1Y | +75.8% | +9.3% | +66.5% | +66.0% |
| 3Y | -28.5% | +47.9% | -76.4% | -42.2% |
| 5Y | -45.1% | +31.6% | -76.7% | -53.8% |
| 10Y | +87.3% | +150.1% | -62.8% | +22.3% |
| All | +87.3% | +140.9% | -53.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling