-54.2%
COMP vs LNT
+64.0%
-118.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.7% | -7.9% |
| 7D | -1.8% | +4.7% | -6.5% | -4.1% |
| 30D | -0.8% | +13.0% | -13.7% | -6.9% |
| 3M | -28.1% | +5.4% | -33.6% | -30.1% |
| 6M | +27.0% | +2.0% | +25.0% | +24.7% |
| YTD | -12.8% | +16.5% | -29.3% | -21.3% |
| 1Y | +4.9% | +13.3% | -8.4% | -3.8% |
| 3Y | +321.0% | +58.7% | +262.3% | +209.4% |
| 5Y | -25.6% | +53.3% | -78.9% | -42.4% |
| All | -54.2% | +64.0% | -118.2% | -63.3% |
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