+1,129.1%
DIA vs LNT
+1,310.7%
-181.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -1.5% | -3.2% | +1.6% | -0.3% |
| 3M | +3.8% | -4.1% | +7.8% | +5.3% |
| 6M | +10.3% | -4.6% | +14.8% | +11.9% |
| YTD | +12.1% | +7.0% | +5.1% | +8.4% |
| 1Y | +18.6% | +8.3% | +10.4% | +14.1% |
| 3Y | +60.6% | +51.0% | +9.6% | +33.1% |
| 5Y | +64.4% | +30.2% | +34.3% | +42.8% |
| 10Y | +250.1% | +143.6% | +106.5% | +130.2% |
| All | +1,129.1% | +1,310.7% | -181.6% | +297.7% |
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 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