+244.3%
DIA vs LNT
+148.3%
+96.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | +4.5% | -7.2% | +11.7% | +7.3% |
| 6M | +9.8% | -3.9% | +13.7% | +11.0% |
| YTD | +9.3% | +5.9% | +3.4% | +6.2% |
| 1Y | +16.0% | +8.4% | +7.6% | +11.4% |
| 3Y | +57.7% | +46.6% | +11.1% | +32.0% |
| 5Y | +63.8% | +32.4% | +31.3% | +41.2% |
| All | +244.3% | +148.3% | +96.0% | +152.7% |
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