+42.1%
DLR vs LNT
+31.1%
+10.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -1.2% | -0.5% | -0.6% | -0.9% |
| 3M | +2.9% | -5.5% | +8.4% | +5.8% |
| 6M | +6.7% | -3.8% | +10.5% | +8.4% |
| YTD | +23.9% | +6.8% | +17.0% | +18.9% |
| 1Y | +18.6% | +9.3% | +9.3% | +12.3% |
| 3Y | +59.7% | +47.9% | +11.7% | +23.5% |
| 5Y | +42.1% | +31.6% | +10.5% | +19.3% |
| All | +42.1% | +31.1% | +10.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling