+513.6%
EWT vs LNT
+148.3%
+365.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +4.5% | -4.2% | +8.7% | +5.3% |
| 3M | +8.3% | -6.7% | +14.9% | +9.5% |
| 6M | +54.2% | -3.6% | +57.8% | +54.7% |
| YTD | +74.6% | +5.9% | +68.7% | +71.6% |
| 1Y | +84.9% | +7.3% | +77.6% | +81.0% |
| 3Y | +197.5% | +46.5% | +151.1% | +169.0% |
| 5Y | +150.6% | +32.5% | +118.1% | +129.8% |
| All | +513.6% | +148.3% | +365.3% | +366.1% |
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 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