+233.4%
EQX vs LNT
+103.4%
+129.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.8% |
| 7D | -7.0% | -1.1% | -5.9% | -6.7% |
| 30D | +4.8% | -1.9% | +6.8% | +5.4% |
| 3M | +25.6% | -7.2% | +32.8% | +28.2% |
| 6M | -25.8% | -3.9% | -21.9% | -25.2% |
| YTD | -12.7% | +5.9% | -18.6% | -14.8% |
| 1Y | +14.1% | +8.4% | +5.7% | +10.5% |
| 3Y | +165.7% | +46.6% | +119.1% | +130.7% |
| 5Y | +81.2% | +32.4% | +48.8% | +61.4% |
| All | +233.4% | +103.4% | +129.9% | +240.1% |
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