+25.3%
DECK vs LNT
+54.8%
-29.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +4.9% | +11.6% | -6.7% | +3.1% |
| 3M | -5.8% | +8.2% | -14.0% | -7.0% |
| 6M | -8.6% | +3.1% | -11.7% | -9.0% |
| YTD | -14.7% | +16.8% | -31.5% | -16.6% |
| 1Y | +6.9% | +11.6% | -4.8% | +5.1% |
| 3Y | -16.2% | +67.4% | -83.6% | -23.7% |
| 5Y | +25.3% | +56.8% | -31.5% | +17.0% |
| All | +25.3% | +54.8% | -29.6% | +17.0% |
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