+1,628.0%
DIS vs LNT
+3,407.5%
-1,779.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +5.2% | +1.4% | +3.8% | +4.7% |
| 30D | +11.5% | +12.3% | -0.8% | +6.4% |
| 3M | +11.5% | +5.3% | +6.2% | +9.2% |
| 6M | +8.9% | +2.0% | +6.8% | +7.7% |
| YTD | +3.4% | +15.3% | -11.9% | -2.8% |
| 1Y | +7.2% | +12.3% | -5.1% | +1.8% |
| 3Y | +43.3% | +59.1% | -15.8% | +17.1% |
| 5Y | -31.4% | +51.7% | -83.1% | -43.7% |
| 10Y | +37.1% | +170.1% | -133.1% | -13.1% |
| All | +1,628.0% | +3,407.5% | -1,779.5% | +348.4% |
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