+128.1%
DAL vs LNT
+166.8%
-38.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.8% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | +12.0% | +12.4% | -0.4% | +6.7% |
| 3M | +0.8% | +6.7% | -5.9% | -2.0% |
| 6M | +26.2% | +3.9% | +22.2% | +23.7% |
| YTD | +33.7% | +16.5% | +17.2% | +24.2% |
| 1Y | +57.6% | +12.5% | +45.1% | +48.6% |
| 3Y | +183.5% | +66.9% | +116.6% | +120.7% |
| 5Y | +114.2% | +56.1% | +58.1% | +68.2% |
| 10Y | +128.1% | +173.2% | -45.1% | +67.8% |
| All | +128.1% | +166.8% | -38.7% | +67.8% |
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