+105.0%
ED vs LNT
+148.3%
-43.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -1.9% | -1.1% | -0.8% | -1.0% |
| 30D | +0.1% | -1.9% | +2.0% | +1.6% |
| 3M | 0.0% | -7.2% | +7.2% | +6.1% |
| 6M | -2.5% | -3.9% | +1.4% | +0.5% |
| YTD | +10.1% | +5.9% | +4.2% | +4.8% |
| 1Y | +13.6% | +8.4% | +5.2% | +6.1% |
| 3Y | +32.4% | +46.6% | -14.2% | -4.4% |
| 5Y | +69.9% | +32.4% | +37.4% | +31.7% |
| All | +105.0% | +148.3% | -43.3% | -7.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling