+22.3%
DIS vs LNT
+140.9%
-118.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +5.7% | -5.5% | +11.2% | +7.8% |
| 6M | +3.3% | -3.8% | +7.1% | +4.4% |
| YTD | -7.7% | +6.8% | -14.6% | -10.5% |
| 1Y | -10.0% | +9.3% | -19.3% | -13.5% |
| 3Y | +31.7% | +47.9% | -16.2% | +11.4% |
| 5Y | -42.2% | +31.6% | -73.8% | -49.4% |
| 10Y | +22.3% | +150.1% | -127.8% | -8.6% |
| All | +22.3% | +140.9% | -118.6% | -8.6% |
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