+583.4%
DG vs LNT
+785.5%
-202.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -0.1% | +8.5% | +8.4% |
| 30D | +4.9% | -3.2% | +8.1% | +6.0% |
| 3M | +29.3% | -4.1% | +33.4% | +31.0% |
| 6M | -11.3% | -4.6% | -6.7% | -10.2% |
| YTD | +1.8% | +7.0% | -5.2% | -0.9% |
| 1Y | +25.3% | +8.3% | +17.0% | +21.5% |
| 3Y | +9.1% | +51.0% | -41.9% | -6.3% |
| 5Y | -34.9% | +30.2% | -65.0% | -41.7% |
| 10Y | +108.2% | +143.6% | -35.4% | +51.4% |
| All | +583.4% | +785.5% | -202.1% | +204.9% |
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