-10.4%
DOW vs LNT
+86.3%
-96.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -2.9% | +1.0% | -3.9% | -3.4% |
| 30D | +2.0% | -1.1% | +3.0% | +2.4% |
| 3M | -12.5% | -3.6% | -8.9% | -11.3% |
| 6M | -9.2% | -2.7% | -6.5% | -8.6% |
| YTD | +30.8% | +8.0% | +22.8% | +24.7% |
| 1Y | +29.4% | +10.5% | +18.9% | +21.8% |
| 3Y | -34.6% | +49.6% | -84.1% | -48.3% |
| 5Y | -35.9% | +32.2% | -68.2% | -47.0% |
| All | -10.4% | +86.3% | -96.7% | -24.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling