-32.3%
AMT vs LNT
+35.5%
-67.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -0.2% | +1.0% | -1.2% | -0.9% |
| 30D | +1.8% | -1.1% | +2.9% | +2.6% |
| 3M | -6.2% | -3.6% | -2.6% | -4.1% |
| 6M | -5.0% | -2.7% | -2.3% | -3.7% |
| YTD | +2.1% | +8.0% | -6.0% | -3.8% |
| 1Y | -5.7% | +10.5% | -16.2% | -12.8% |
| 3Y | +7.9% | +49.6% | -41.6% | -19.9% |
| 5Y | -32.3% | +32.2% | -64.6% | -45.0% |
| All | -32.3% | +35.5% | -67.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling