+48.3%
D vs LNT
+174.3%
-126.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.4% | +1.6% | +0.8% | +1.1% |
| 30D | +10.9% | +12.1% | -1.2% | +0.7% |
| 3M | +2.8% | +8.2% | -5.3% | -3.9% |
| 6M | +12.7% | +3.6% | +9.1% | +9.1% |
| YTD | +20.3% | +16.2% | +4.1% | +5.5% |
| 1Y | +17.1% | +12.8% | +4.3% | +5.3% |
| 3Y | +75.1% | +66.5% | +8.6% | +12.7% |
| 5Y | +13.1% | +53.8% | -40.7% | -23.1% |
| 10Y | +48.3% | +182.5% | -134.3% | -39.4% |
| All | +48.3% | +174.3% | -126.1% | -39.4% |
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