+364.8%
ALL vs LNT
+140.9%
+223.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -5.6% | -0.5% | -5.1% | -5.4% |
| 3M | +17.2% | -5.5% | +22.8% | +20.6% |
| 6M | +23.2% | -3.8% | +27.1% | +25.4% |
| YTD | +23.6% | +6.8% | +16.8% | +18.9% |
| 1Y | +29.2% | +9.3% | +19.9% | +22.6% |
| 3Y | +153.8% | +47.9% | +105.9% | +105.3% |
| 5Y | +116.1% | +31.6% | +84.5% | +83.1% |
| 10Y | +364.8% | +150.1% | +214.7% | +226.0% |
| All | +364.8% | +140.9% | +223.9% | +226.0% |
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 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