+87.8%
DT vs LNT
+86.5%
+1.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.1% | +1.0% | +2.1% | +2.9% |
| 30D | -29.5% | +9.6% | -39.1% | -30.9% |
| 3M | -11.7% | +5.4% | -17.1% | -12.7% |
| 6M | +29.0% | +3.1% | +25.9% | +27.8% |
| YTD | +3.4% | +16.5% | -13.1% | -0.8% |
| 1Y | -4.2% | +12.3% | -16.5% | -7.3% |
| 3Y | -12.8% | +70.3% | -83.1% | -25.3% |
| 5Y | -39.6% | +56.4% | -96.0% | -48.0% |
| All | +87.8% | +86.5% | +1.4% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling