+121.4%
ETR vs LNT
+31.4%
+90.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | -3.6% | -6.7% | +3.1% | +2.1% |
| 6M | +2.6% | -3.6% | +6.2% | +5.8% |
| YTD | +16.0% | +5.9% | +10.1% | +10.6% |
| 1Y | +20.1% | +7.3% | +12.9% | +13.3% |
| 3Y | +143.6% | +46.5% | +97.1% | +76.0% |
| All | +121.4% | +31.4% | +90.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling