+122.5%
EW vs LNT
+150.5%
-28.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -6.4% | -0.5% | -5.8% | -6.2% |
| 3M | -1.6% | -5.5% | +4.0% | +0.6% |
| 6M | +2.3% | -3.8% | +6.1% | +3.4% |
| YTD | +1.1% | +6.8% | -5.7% | -2.2% |
| 1Y | +8.0% | +9.3% | -1.3% | +3.3% |
| 3Y | +16.3% | +47.9% | -31.6% | -3.5% |
| 5Y | -29.4% | +31.6% | -61.0% | -39.0% |
| All | +122.5% | +150.5% | -28.1% | +56.5% |
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 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