+105.4%
AMT vs LNT
+140.9%
-35.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | +3.7% | -0.5% | +4.3% | +4.0% |
| 3M | -7.2% | -5.5% | -1.7% | -3.7% |
| 6M | -4.2% | -3.8% | -0.4% | -2.0% |
| YTD | +1.9% | +6.8% | -4.9% | -3.2% |
| 1Y | -6.4% | +9.3% | -15.7% | -12.7% |
| 3Y | +7.7% | +47.9% | -40.2% | -19.4% |
| 5Y | -30.9% | +31.6% | -62.5% | -44.4% |
| 10Y | +105.4% | +150.1% | -44.8% | +7.9% |
| All | +105.4% | +140.9% | -35.5% | +7.9% |
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