+128.5%
EEM vs LNT
+148.3%
-19.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -1.3% | -1.0% | -0.2% | -1.0% |
| 30D | +2.1% | -4.2% | +6.3% | +3.1% |
| 3M | +1.0% | -6.7% | +7.7% | +2.4% |
| 6M | +15.9% | -3.6% | +19.5% | +16.4% |
| YTD | +24.6% | +5.9% | +18.8% | +22.2% |
| 1Y | +32.3% | +7.3% | +25.0% | +29.1% |
| 3Y | +85.9% | +46.5% | +39.4% | +65.8% |
| 5Y | +45.4% | +32.5% | +12.9% | +31.6% |
| All | +128.5% | +148.3% | -19.8% | +68.8% |
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