-35.9%
EFX vs LNT
+30.4%
-66.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -11.1% | -1.1% | -10.0% | -10.7% |
| 30D | -7.4% | -1.9% | -5.4% | -6.6% |
| 3M | +1.5% | -7.2% | +8.7% | +5.2% |
| 6M | -13.7% | -3.9% | -9.8% | -12.3% |
| YTD | -21.9% | +5.9% | -27.7% | -24.6% |
| 1Y | -30.8% | +8.4% | -39.1% | -34.0% |
| 3Y | -12.4% | +46.6% | -59.0% | -28.5% |
| 5Y | -35.9% | +32.4% | -68.4% | -45.5% |
| All | -35.9% | +30.4% | -66.3% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling