+2,371.3%
D vs LNT
+3,407.5%
-1,036.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -0.9% |
| 7D | +3.0% | +1.4% | +1.5% | +2.1% |
| 30D | +11.5% | +12.3% | -0.8% | +4.0% |
| 3M | +3.7% | +5.3% | -1.6% | +0.5% |
| 6M | +13.5% | +2.0% | +11.5% | +12.2% |
| YTD | +20.7% | +15.3% | +5.5% | +10.8% |
| 1Y | +18.2% | +12.3% | +6.0% | +10.3% |
| 3Y | +73.3% | +59.1% | +14.2% | +31.6% |
| 5Y | +12.3% | +51.7% | -39.4% | -12.2% |
| 10Y | +43.4% | +170.1% | -126.7% | -16.9% |
| All | +2,371.3% | +3,407.5% | -1,036.2% | +373.6% |
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