+1,439.7%
AMT vs LNT
+1,454.4%
-14.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | -2.2% | -0.5% | -1.6% | -1.9% |
| 30D | +5.8% | +9.9% | -4.2% | +0.2% |
| 3M | +12.6% | +4.8% | +7.8% | +9.5% |
| 6M | +8.3% | +2.2% | +6.1% | +6.6% |
| YTD | +11.4% | +15.9% | -4.5% | +2.1% |
| 1Y | +7.7% | +10.6% | -2.8% | +1.4% |
| 3Y | +14.8% | +66.1% | -51.3% | -14.4% |
| 5Y | -18.0% | +55.6% | -73.6% | -36.8% |
| 10Y | +133.0% | +182.8% | -49.8% | +30.2% |
| All | +1,439.7% | +1,454.4% | -14.7% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling