+174.6%
ARM vs LNT
+56.5%
+118.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +4.2% |
| 7D | -15.2% | +1.4% | -16.6% | -14.5% |
| 30D | -40.7% | +12.3% | -53.0% | -37.2% |
| 3M | -39.1% | +5.3% | -44.4% | -37.4% |
| 6M | -26.4% | +2.0% | -28.4% | -24.9% |
| YTD | +59.7% | +15.3% | +44.5% | +68.9% |
| 1Y | +10.3% | +12.3% | -1.9% | +16.0% |
| 3Y | +228.9% | +59.1% | +169.8% | +280.7% |
| All | +174.6% | +56.5% | +118.2% | +217.1% |
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