+20.1%
COMP vs LNT
+13.9%
+6.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.4% | +7.7% |
| 7D | +9.5% | +7.2% | +2.3% | +9.9% |
| 30D | +8.1% | +15.6% | -7.5% | +9.5% |
| 3M | -16.3% | +5.2% | -21.5% | -17.1% |
| 6M | +42.2% | +1.7% | +40.6% | +38.8% |
| YTD | -5.0% | +17.0% | -22.0% | -5.4% |
| 1Y | +20.1% | +14.2% | +5.9% | +22.1% |
| All | +20.1% | +13.9% | +6.2% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling