+351.3%
DAL vs LNT
+507.6%
-156.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -13.9% | -3.2% | -10.7% | -12.4% |
| 3M | +1.1% | -4.1% | +5.1% | +3.2% |
| 6M | +26.2% | -4.6% | +30.8% | +28.8% |
| YTD | +16.4% | +7.0% | +9.4% | +10.8% |
| 1Y | +33.9% | +8.3% | +25.6% | +26.2% |
| 3Y | +93.4% | +51.0% | +42.4% | +46.9% |
| 5Y | +106.4% | +30.2% | +76.2% | +66.5% |
| 10Y | +143.0% | +143.6% | -0.6% | +25.0% |
| All | +351.3% | +507.6% | -156.3% | -1.9% |
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