+95.6%
DG vs LNT
+148.3%
-52.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -6.3% | -1.1% | -5.2% | -6.0% |
| 30D | +2.4% | -1.9% | +4.4% | +3.0% |
| 3M | +12.4% | -7.2% | +19.6% | +15.2% |
| 6M | -14.9% | -3.9% | -11.0% | -14.1% |
| YTD | -6.1% | +5.9% | -11.9% | -8.3% |
| 1Y | +17.9% | +8.4% | +9.5% | +14.1% |
| 3Y | +3.1% | +46.6% | -43.5% | -11.1% |
| 5Y | -38.7% | +32.4% | -71.1% | -45.7% |
| All | +95.6% | +148.3% | -52.7% | +50.0% |
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 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