+369.0%
ALL vs LNT
+184.1%
+184.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.4% |
| 30D | +12.7% | +11.6% | +1.1% | +6.4% |
| 3M | +0.4% | +8.2% | -7.8% | -3.7% |
| 6M | +23.8% | +3.1% | +20.6% | +21.6% |
| YTD | +27.8% | +16.8% | +11.0% | +17.2% |
| 1Y | +28.9% | +11.6% | +17.3% | +21.0% |
| 3Y | +113.9% | +67.4% | +46.5% | +61.4% |
| 5Y | +157.4% | +56.8% | +100.6% | +97.9% |
| 10Y | +369.0% | +185.0% | +184.0% | +210.4% |
| All | +369.0% | +184.1% | +184.9% | +210.4% |
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