+18.9%
COMP vs LNT
+8.1%
+10.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | -13.3% | -3.2% | -10.2% | -13.9% |
| 3M | +41.1% | -4.1% | +45.2% | +39.3% |
| 6M | +17.2% | -4.6% | +21.7% | +15.0% |
| YTD | +5.2% | +7.0% | -1.8% | +2.5% |
| 1Y | +18.9% | +8.3% | +10.6% | +13.2% |
| All | +18.9% | +8.1% | +10.9% | +13.2% |
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 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