-20.2%
DOW vs LNT
+67.4%
-87.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | +13.2% | +9.6% | +3.6% | +10.4% |
| 3M | +10.1% | +5.4% | +4.7% | +8.5% |
| 6M | -13.1% | +3.1% | -16.2% | -14.0% |
| YTD | +46.1% | +16.5% | +29.6% | +38.2% |
| 1Y | +50.0% | +12.3% | +37.7% | +43.6% |
| 3Y | -20.2% | +70.3% | -90.5% | -37.1% |
| All | -20.2% | +67.4% | -87.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling