+199.9%
B vs LNT
+148.3%
+51.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -5.0% | -1.1% | -3.9% | -4.7% |
| 30D | +8.7% | -1.9% | +10.7% | +9.4% |
| 3M | +17.3% | -7.2% | +24.5% | +20.2% |
| 6M | -5.0% | -3.9% | -1.1% | -4.1% |
| YTD | +1.4% | +5.9% | -4.4% | -1.1% |
| 1Y | +50.5% | +8.4% | +42.1% | +45.3% |
| 3Y | +194.4% | +46.6% | +147.8% | +153.3% |
| 5Y | +156.7% | +32.4% | +124.2% | +126.8% |
| All | +199.9% | +148.3% | +51.6% | +96.6% |
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