+36.3%
DIS vs LNT
+174.3%
-138.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.4% | +1.6% | +2.9% | +3.8% |
| 30D | +10.3% | +12.1% | -1.7% | +5.6% |
| 3M | +15.5% | +8.2% | +7.3% | +12.0% |
| 6M | +11.2% | +3.6% | +7.6% | +9.4% |
| YTD | +5.6% | +16.2% | -10.6% | -0.9% |
| 1Y | +7.7% | +12.8% | -5.0% | +2.3% |
| 3Y | +39.3% | +66.5% | -27.2% | +12.3% |
| 5Y | -29.5% | +53.8% | -83.3% | -42.2% |
| 10Y | +36.3% | +182.5% | -146.3% | -2.4% |
| All | +36.3% | +174.3% | -138.1% | -2.4% |
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 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