+2,385.0%
ELV vs LNT
+1,139.9%
+1,245.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +2.0% | -1.1% | +3.1% | +2.4% |
| 3M | -3.5% | -3.6% | +0.1% | -2.1% |
| 6M | +40.2% | -2.7% | +42.9% | +41.3% |
| YTD | +15.8% | +8.0% | +7.8% | +11.2% |
| 1Y | +33.2% | +10.5% | +22.7% | +26.6% |
| 3Y | -6.2% | +49.6% | -55.8% | -23.6% |
| 5Y | +16.4% | +32.2% | -15.8% | -1.0% |
| 10Y | +259.8% | +141.8% | +118.0% | +131.9% |
| All | +2,385.0% | +1,139.9% | +1,245.1% | +667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling