+39.7%
EFX vs LNT
+148.3%
-108.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | -1.0% | -3.5% | -4.1% |
| 30D | -6.1% | -4.2% | -1.8% | -4.0% |
| 3M | +6.2% | -6.7% | +12.9% | +10.0% |
| 6M | -11.2% | -3.6% | -7.6% | -9.9% |
| YTD | -21.4% | +5.9% | -27.3% | -24.3% |
| 1Y | -34.3% | +7.3% | -41.6% | -37.1% |
| 3Y | -12.5% | +46.5% | -59.0% | -29.2% |
| 5Y | -35.6% | +32.5% | -68.0% | -45.8% |
| All | +39.7% | +148.3% | -108.7% | -9.8% |
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