+1,025.2%
C vs LNT
+3,445.6%
-2,420.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -5.4% | +12.4% | -17.8% | -11.3% |
| 3M | -9.2% | +6.7% | -15.9% | -12.5% |
| 6M | -1.8% | +3.9% | -5.8% | -4.6% |
| YTD | +6.7% | +16.5% | -9.8% | -3.2% |
| 1Y | +23.5% | +12.5% | +11.0% | +14.1% |
| 3Y | +219.8% | +66.9% | +152.9% | +133.9% |
| 5Y | +112.4% | +56.1% | +56.3% | +57.0% |
| 10Y | +220.1% | +173.2% | +46.9% | +65.4% |
| All | +1,025.2% | +3,445.6% | -2,420.5% | +85.2% |
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