+392.2%
DAL vs LNT
+554.6%
-162.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +8.8% | +1.4% | +7.4% | +8.0% |
| 30D | +5.4% | +12.3% | -6.9% | -1.3% |
| 3M | -4.9% | +5.3% | -10.3% | -7.8% |
| 6M | +19.8% | +2.0% | +17.8% | +17.8% |
| YTD | +27.0% | +15.3% | +11.7% | +15.8% |
| 1Y | +52.5% | +12.3% | +40.2% | +40.9% |
| 3Y | +173.8% | +59.1% | +114.8% | +102.4% |
| 5Y | +104.5% | +51.7% | +52.9% | +50.8% |
| 10Y | +129.7% | +170.1% | -40.4% | +11.2% |
| All | +392.2% | +554.6% | -162.4% | +2.5% |
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