+803.7%
B vs LNT
+3,155.8%
-2,352.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | -3.2% | +12.6% | +10.3% |
| 3M | +5.0% | -4.1% | +9.0% | +5.9% |
| 6M | -3.5% | -4.6% | +1.0% | -2.6% |
| YTD | +4.5% | +7.0% | -2.5% | +2.4% |
| 1Y | +67.8% | +8.3% | +59.5% | +63.9% |
| 3Y | +196.7% | +51.0% | +145.7% | +166.0% |
| 5Y | +151.9% | +30.2% | +121.8% | +132.8% |
| 10Y | +202.2% | +143.6% | +58.6% | +138.8% |
| All | +803.7% | +3,155.8% | -2,352.1% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling