+5.7%
COMP vs LNT
+10.8%
-5.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.2% |
| 7D | +8.9% | -0.5% | +9.4% | +8.9% |
| 30D | +14.0% | +9.9% | +4.0% | +15.3% |
| 3M | -21.1% | +4.8% | -25.9% | -21.6% |
| 6M | +20.1% | +2.2% | +17.9% | +17.6% |
| YTD | -5.0% | +15.9% | -20.9% | -2.6% |
| 1Y | +5.7% | +10.6% | -4.9% | +11.2% |
| All | +5.7% | +10.8% | -5.2% | +11.2% |
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