+22.8%
COMP vs LNT
+12.7%
+10.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.7% |
| 7D | +14.5% | +0.6% | +13.9% | +14.5% |
| 30D | +14.9% | +12.4% | +2.5% | +16.1% |
| 3M | -14.2% | +6.7% | -20.9% | -14.5% |
| 6M | +23.7% | +3.9% | +19.8% | +21.7% |
| YTD | +2.1% | +16.5% | -14.4% | +1.8% |
| All | +22.8% | +12.7% | +10.0% | +25.9% |
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