+359.9%
CSCO vs LNT
+148.3%
+211.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -10.8% | -1.9% | -8.8% | -10.2% |
| 3M | -9.2% | -7.2% | -2.0% | -7.0% |
| 6M | +39.5% | -3.9% | +43.4% | +40.8% |
| YTD | +41.5% | +5.9% | +35.6% | +37.1% |
| 1Y | +61.0% | +8.4% | +52.6% | +54.1% |
| 3Y | +105.2% | +46.6% | +58.6% | +70.8% |
| 5Y | +113.4% | +32.4% | +81.0% | +83.6% |
| All | +359.9% | +148.3% | +211.6% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling