+193.0%
ARM vs LNT
+58.2%
+134.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +7.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.0% |
| 30D | -30.0% | +12.4% | -42.4% | -25.8% |
| 3M | -34.1% | +6.7% | -40.8% | -31.8% |
| 6M | -12.6% | +3.9% | -16.6% | -10.2% |
| YTD | +70.4% | +16.5% | +53.9% | +81.1% |
| 1Y | +22.3% | +12.5% | +9.8% | +28.8% |
| 3Y | +261.2% | +66.9% | +194.3% | +307.8% |
| All | +193.0% | +58.2% | +134.8% | +239.9% |
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