+3,455.1%
DLR vs LNT
+1,141.4%
+2,313.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +3.3% | +1.0% | +2.3% | +2.7% |
| 30D | +4.6% | +9.6% | -5.0% | -1.2% |
| 3M | -8.3% | +5.4% | -13.7% | -11.3% |
| 6M | -5.6% | +3.1% | -8.7% | -7.9% |
| YTD | +18.7% | +16.5% | +2.2% | +7.6% |
| 1Y | +17.1% | +12.3% | +4.8% | +8.3% |
| 3Y | +54.4% | +70.3% | -16.0% | +8.7% |
| 5Y | +36.5% | +56.4% | -19.9% | +0.5% |
| 10Y | +187.7% | +184.3% | +3.4% | +42.8% |
| All | +3,455.1% | +1,141.4% | +2,313.7% | +764.3% |
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 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