+290.1%
ETR vs LNT
+148.3%
+141.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -1.0% | -0.8% | -0.9% |
| 30D | -1.8% | -4.2% | +2.5% | +2.2% |
| 3M | -3.6% | -6.7% | +3.1% | +2.5% |
| 6M | +2.6% | -3.6% | +6.2% | +6.0% |
| YTD | +16.0% | +5.9% | +10.1% | +10.1% |
| 1Y | +20.1% | +7.3% | +12.9% | +12.6% |
| 3Y | +143.6% | +46.5% | +97.1% | +70.0% |
| 5Y | +124.4% | +32.5% | +91.9% | +70.1% |
| All | +290.1% | +148.3% | +141.8% | +73.2% |
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