+115.6%
DT vs LNT
+69.5%
+46.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +3.5% | -1.9% | +5.5% | +3.9% |
| 3M | +26.7% | -7.2% | +33.9% | +28.5% |
| 6M | +36.1% | -3.9% | +40.0% | +36.7% |
| YTD | +18.6% | +5.9% | +12.8% | +16.2% |
| 1Y | +7.9% | +8.4% | -0.5% | +4.9% |
| 3Y | +8.6% | +46.6% | -38.0% | -3.6% |
| 5Y | -26.7% | +32.4% | -59.1% | -34.0% |
| All | +115.6% | +69.5% | +46.1% | +38.2% |
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