+36.6%
DIS vs LNT
+166.8%
-130.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.2% | +12.4% | -2.2% | +5.5% |
| 3M | +13.5% | +6.7% | +6.8% | +10.7% |
| 6M | +11.1% | +3.9% | +7.2% | +9.2% |
| YTD | +5.5% | +16.5% | -11.0% | -1.0% |
| 1Y | +9.1% | +12.5% | -3.4% | +3.7% |
| 3Y | +36.0% | +66.9% | -30.9% | +9.7% |
| 5Y | -29.8% | +56.1% | -85.9% | -42.8% |
| 10Y | +36.6% | +173.2% | -136.6% | -1.7% |
| All | +36.6% | +166.8% | -130.2% | -1.7% |
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