+117.6%
DT vs LNT
+71.3%
+46.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +2.0% | -3.2% | +5.2% | +2.7% |
| 3M | +20.0% | -4.1% | +24.1% | +20.8% |
| 6M | +39.3% | -4.6% | +43.9% | +40.1% |
| YTD | +19.8% | +7.0% | +12.8% | +17.0% |
| 1Y | +4.3% | +8.3% | -4.0% | +1.5% |
| 3Y | +7.7% | +51.0% | -43.3% | -5.1% |
| 5Y | -26.8% | +30.2% | -57.0% | -33.6% |
| All | +117.6% | +71.3% | +46.3% | +39.2% |
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 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