+14,137.6%
ECL vs LNT
+3,453.4%
+10,684.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +8.3% | +11.6% | -3.3% | +3.3% |
| 3M | +8.4% | +8.2% | +0.3% | +4.8% |
| 6M | +23.3% | +3.1% | +20.1% | +21.4% |
| YTD | +18.2% | +16.8% | +1.4% | +10.2% |
| 1Y | +18.8% | +11.6% | +7.2% | +12.9% |
| 3Y | +78.5% | +67.4% | +11.1% | +41.3% |
| 5Y | +40.1% | +56.8% | -16.7% | +13.2% |
| 10Y | +196.5% | +185.0% | +11.5% | +88.4% |
| All | +14,137.6% | +3,453.4% | +10,684.3% | +3,869.4% |
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