+105.1%
DOCN vs LNT
+66.8%
+38.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.6% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | -33.7% | +11.6% | -45.3% | -33.9% |
| 3M | -27.9% | +8.2% | -36.1% | -28.0% |
| 6M | -46.4% | +3.1% | -49.6% | -46.5% |
| YTD | +81.1% | +16.8% | +64.3% | +77.2% |
| 1Y | +74.3% | +11.6% | +62.7% | +71.8% |
| 3Y | +245.8% | +67.4% | +178.5% | +212.4% |
| 5Y | -23.7% | +56.8% | -80.5% | -25.3% |
| All | +105.1% | +66.8% | +38.3% | +104.3% |
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 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