+1,105.4%
DIA vs LNT
+1,427.7%
-322.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +1.2% | +9.9% | -8.7% | -2.6% |
| 3M | -2.4% | +4.8% | -7.2% | -4.4% |
| 6M | +5.7% | +2.2% | +3.5% | +4.3% |
| YTD | +9.9% | +15.9% | -5.9% | +2.9% |
| 1Y | +9.8% | +10.6% | -0.7% | +4.7% |
| 3Y | +59.8% | +66.1% | -6.3% | +27.4% |
| 5Y | +57.7% | +55.6% | +2.1% | +27.4% |
| 10Y | +235.8% | +182.8% | +53.0% | +108.2% |
| All | +1,105.4% | +1,427.7% | -322.3% | +277.4% |
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