+851.5%
DE vs LNT
+148.3%
+703.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | -1.0% | -1.5% | -2.2% |
| 30D | +9.0% | -4.2% | +13.3% | +10.8% |
| 3M | +19.1% | -6.7% | +25.8% | +22.1% |
| 6M | +14.4% | -3.6% | +18.0% | +15.6% |
| YTD | +45.9% | +5.9% | +40.1% | +42.2% |
| 1Y | +43.6% | +7.3% | +36.3% | +39.0% |
| 3Y | +75.9% | +46.5% | +29.4% | +49.7% |
| 5Y | +98.8% | +32.5% | +66.3% | +73.7% |
| All | +851.5% | +148.3% | +703.1% | +653.4% |
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