-49.3%
COMP vs LNT
+62.3%
-111.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.8% | +11.3% |
| 7D | +13.4% | +1.4% | +12.0% | +12.7% |
| 30D | +11.1% | +12.3% | -1.2% | +4.5% |
| 3M | -18.8% | +5.3% | -24.2% | -21.0% |
| 6M | +10.5% | +2.0% | +8.5% | +8.6% |
| YTD | -3.4% | +15.3% | -18.7% | -12.5% |
| 1Y | +19.7% | +12.3% | +7.4% | +10.2% |
| 3Y | +381.6% | +59.1% | +322.5% | +253.2% |
| 5Y | -17.6% | +51.7% | -69.3% | -35.9% |
| All | -49.3% | +62.3% | -111.6% | -59.1% |
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 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