+131.7%
EMB vs LNT
+543.2%
-411.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.3% | -3.2% | +2.9% | +0.1% |
| 3M | -0.4% | -4.1% | +3.6% | +0.1% |
| 6M | +0.1% | -4.6% | +4.7% | +0.6% |
| YTD | +1.6% | +7.0% | -5.4% | +0.5% |
| 1Y | +5.6% | +8.3% | -2.7% | +4.2% |
| 3Y | +29.8% | +51.0% | -21.2% | +21.9% |
| 5Y | +7.3% | +30.2% | -22.9% | +2.3% |
| 10Y | +30.4% | +143.6% | -113.2% | +14.4% |
| All | +131.7% | +543.2% | -411.5% | +78.5% |
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 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