+1,163.5%
C vs LNT
+3,155.8%
-1,992.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -0.1% | +3.7% | +3.7% |
| 30D | +0.1% | -3.2% | +3.2% | +1.8% |
| 3M | +2.4% | -4.1% | +6.5% | +4.3% |
| 6M | +24.9% | -4.6% | +29.5% | +27.1% |
| YTD | +19.8% | +7.0% | +12.8% | +14.0% |
| 1Y | +44.9% | +8.3% | +36.6% | +36.7% |
| 3Y | +263.0% | +51.0% | +212.0% | +180.5% |
| 5Y | +129.5% | +30.2% | +99.4% | +87.6% |
| 10Y | +291.6% | +143.6% | +148.0% | +115.1% |
| All | +1,163.5% | +3,155.8% | -1,992.3% | +118.2% |
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