-12.1%
DOW vs LNT
+82.6%
-94.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | -1.0% | -0.3% | -0.9% |
| 30D | -3.9% | -4.2% | +0.3% | -2.0% |
| 3M | -12.7% | -6.7% | -6.0% | -10.0% |
| 6M | -13.7% | -3.6% | -10.1% | -12.8% |
| YTD | +28.4% | +5.9% | +22.5% | +23.6% |
| 1Y | +21.8% | +7.3% | +14.5% | +16.2% |
| 3Y | -35.7% | +46.5% | -82.2% | -48.7% |
| 5Y | -36.8% | +32.5% | -69.3% | -48.0% |
| All | -12.1% | +82.6% | -94.6% | -25.3% |
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