+55.5%
AR vs LNT
+184.1%
-128.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +4.5% | +11.6% | -7.1% | +0.4% |
| 3M | +1.0% | +8.2% | -7.2% | -2.0% |
| 6M | +4.4% | +3.1% | +1.3% | +2.8% |
| YTD | +10.9% | +16.8% | -5.9% | +4.1% |
| 1Y | +8.6% | +11.6% | -3.1% | +3.6% |
| 3Y | +48.5% | +67.4% | -18.9% | +21.2% |
| 5Y | +95.7% | +56.8% | +39.0% | +63.4% |
| 10Y | +55.5% | +185.0% | -129.6% | +22.0% |
| All | +55.5% | +184.1% | -128.6% | +22.0% |
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 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