+6,438.2%
EW vs LNT
+1,288.4%
+5,149.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +1.0% | -3.2% | +4.2% | +2.2% |
| 3M | +2.8% | -4.1% | +6.9% | +4.2% |
| 6M | +5.5% | -4.6% | +10.1% | +6.9% |
| YTD | +5.5% | +7.0% | -1.5% | +2.4% |
| 1Y | +11.0% | +8.3% | +2.8% | +7.2% |
| 3Y | +17.7% | +51.0% | -33.3% | -0.8% |
| 5Y | -25.7% | +30.2% | -55.9% | -34.5% |
| 10Y | +132.8% | +143.6% | -10.8% | +60.9% |
| All | +6,438.2% | +1,288.4% | +5,149.8% | +2,382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling