+44.3%
AR vs LNT
+140.9%
-96.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +5.5% | -0.5% | +6.0% | +5.7% |
| 3M | +12.9% | -5.5% | +18.4% | +15.0% |
| 6M | +0.1% | -3.8% | +3.9% | +1.0% |
| YTD | +13.5% | +6.8% | +6.7% | +10.1% |
| 1Y | +21.6% | +9.3% | +12.3% | +16.9% |
| 3Y | +46.0% | +47.9% | -2.0% | +24.7% |
| 5Y | +143.7% | +31.6% | +112.1% | +116.0% |
| 10Y | +44.3% | +150.1% | -105.8% | +10.9% |
| All | +44.3% | +140.9% | -96.6% | +10.9% |
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