+133.5%
AMT vs LNT
+184.1%
-50.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | +4.2% | +11.6% | -7.4% | -3.6% |
| 3M | +13.4% | +8.2% | +5.2% | +7.1% |
| 6M | +9.4% | +3.1% | +6.2% | +6.4% |
| YTD | +11.7% | +16.8% | -5.1% | -0.4% |
| 1Y | +7.1% | +11.6% | -4.5% | -1.4% |
| 3Y | +15.1% | +67.4% | -52.3% | -21.1% |
| 5Y | -17.9% | +56.8% | -74.6% | -41.6% |
| 10Y | +133.5% | +185.0% | -51.5% | +15.5% |
| All | +133.5% | +184.1% | -50.5% | +15.5% |
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 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