+102.9%
DAL vs LNT
+51.7%
+51.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +8.8% | +1.4% | +7.4% | +8.4% |
| 30D | +5.4% | +12.3% | -6.9% | +2.1% |
| 3M | -4.9% | +5.3% | -10.3% | -6.3% |
| 6M | +19.8% | +2.0% | +17.8% | +18.9% |
| YTD | +27.0% | +15.3% | +11.7% | +21.2% |
| 1Y | +52.5% | +12.3% | +40.2% | +46.6% |
| 3Y | +173.8% | +59.1% | +114.8% | +134.5% |
| All | +102.9% | +51.7% | +51.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling