+273.7%
ELV vs LNT
+148.3%
+125.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.0% | +4.2% | +3.7% |
| 30D | +5.4% | -4.2% | +9.6% | +7.5% |
| 3M | +5.4% | -6.7% | +12.0% | +8.6% |
| 6M | +45.7% | -3.6% | +49.3% | +47.5% |
| YTD | +21.2% | +5.9% | +15.3% | +17.0% |
| 1Y | +35.6% | +7.3% | +28.4% | +30.1% |
| 3Y | -2.0% | +46.5% | -48.5% | -21.4% |
| 5Y | +26.0% | +32.5% | -6.5% | +5.1% |
| All | +273.7% | +148.3% | +125.4% | +159.3% |
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