+271.2%
EW vs LNT
+186.9%
+84.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.5% |
| 30D | +23.9% | +9.6% | +14.3% | +19.4% |
| 3M | +15.8% | +5.4% | +10.4% | +13.2% |
| 6M | +31.7% | +3.1% | +28.5% | +29.6% |
| YTD | +25.7% | +16.5% | +9.2% | +17.3% |
| 1Y | +24.4% | +12.3% | +12.1% | +17.8% |
| 3Y | +65.9% | +70.3% | -4.4% | +29.5% |
| 5Y | -7.6% | +56.4% | -64.0% | -26.1% |
| All | +271.2% | +186.9% | +84.3% | +158.8% |
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