+280.4%
EMR vs LNT
+186.9%
+93.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | +3.7% | +9.6% | -5.9% | +0.1% |
| 3M | +2.0% | +5.4% | -3.4% | -0.1% |
| 6M | +22.1% | +3.1% | +19.0% | +20.2% |
| YTD | +27.2% | +16.5% | +10.8% | +19.1% |
| 1Y | +32.0% | +12.3% | +19.7% | +25.3% |
| 3Y | +103.3% | +70.3% | +33.0% | +60.2% |
| 5Y | +88.2% | +56.4% | +31.8% | +52.0% |
| All | +280.4% | +186.9% | +93.5% | +195.8% |
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 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