+122.8%
DAL vs LNT
+168.9%
-46.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +8.8% | +1.4% | +7.4% | +8.2% |
| 30D | +5.4% | +12.3% | -6.9% | +0.4% |
| 3M | -4.9% | +5.3% | -10.3% | -7.0% |
| 6M | +19.8% | +2.0% | +17.8% | +18.4% |
| YTD | +27.0% | +15.3% | +11.7% | +18.6% |
| 1Y | +52.5% | +12.3% | +40.2% | +43.9% |
| 3Y | +173.8% | +59.1% | +114.8% | +118.3% |
| 5Y | +104.5% | +51.7% | +52.9% | +63.2% |
| All | +122.8% | +168.9% | -46.1% | +66.0% |
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