+125.6%
EMB vs LNT
+600.2%
-474.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +0.4% | +9.6% | -9.2% | -0.9% |
| 3M | -3.1% | +5.4% | -8.5% | -3.9% |
| 6M | -2.1% | +3.1% | -5.2% | -2.6% |
| YTD | -1.1% | +16.5% | -17.6% | -3.3% |
| 1Y | -0.1% | +12.3% | -12.4% | -1.8% |
| 3Y | +29.6% | +70.3% | -40.7% | +19.7% |
| 5Y | +7.2% | +56.4% | -49.2% | -0.3% |
| 10Y | +35.5% | +184.3% | -148.8% | +16.5% |
| All | +125.6% | +600.2% | -474.6% | +71.8% |
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 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