+591.6%
DG vs LNT
+863.9%
-272.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +0.3% | +1.0% | -0.8% | -0.1% |
| 30D | +3.2% | +9.6% | -6.4% | +0.3% |
| 3M | +10.4% | +5.4% | +5.0% | +8.6% |
| 6M | +33.2% | +3.1% | +30.0% | +31.7% |
| YTD | +3.0% | +16.5% | -13.5% | -2.4% |
| 1Y | +31.2% | +12.3% | +18.9% | +25.9% |
| 3Y | +21.8% | +70.3% | -48.5% | +0.8% |
| 5Y | -35.0% | +56.4% | -91.4% | -45.0% |
| 10Y | +106.0% | +184.3% | -78.3% | +43.2% |
| All | +591.6% | +863.9% | -272.3% | +200.4% |
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 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