+70.5%
DOCN vs LNT
+64.6%
+5.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.5% |
| 7D | -19.2% | +1.4% | -20.6% | -19.2% |
| 30D | -43.1% | +12.3% | -55.3% | -43.3% |
| 3M | -40.7% | +5.3% | -46.0% | -40.7% |
| 6M | -55.0% | +2.0% | -57.0% | -55.0% |
| YTD | +50.6% | +15.3% | +35.4% | +47.4% |
| 1Y | +54.0% | +12.3% | +41.7% | +51.3% |
| 3Y | +203.9% | +59.1% | +144.8% | +176.3% |
| 5Y | -29.4% | +51.7% | -81.1% | -31.7% |
| All | +70.5% | +64.6% | +5.9% | +70.0% |
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