-29.0%
EW vs LNT
+32.6%
-61.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.8% |
| 7D | -4.4% | +1.0% | -5.4% | -4.7% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | +1.0% | -3.6% | +4.6% | +2.1% |
| 6M | +6.2% | -2.7% | +8.9% | +6.8% |
| YTD | +1.7% | +8.0% | -6.3% | -1.2% |
| 1Y | +8.1% | +10.5% | -2.3% | +4.1% |
| 3Y | +17.1% | +49.6% | -32.5% | +0.6% |
| All | -29.0% | +32.6% | -61.5% | -39.1% |
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 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