+590.1%
EWT vs LNT
+1,324.8%
-734.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +8.2% | -1.1% | +9.3% | +8.6% |
| 3M | +11.1% | -3.6% | +14.7% | +12.2% |
| 6M | +60.4% | -2.7% | +63.1% | +61.0% |
| YTD | +75.6% | +8.0% | +67.6% | +69.1% |
| 1Y | +91.3% | +10.5% | +80.9% | +82.4% |
| 3Y | +200.3% | +49.6% | +150.7% | +150.0% |
| 5Y | +156.4% | +32.2% | +124.2% | +119.7% |
| 10Y | +495.8% | +141.8% | +354.0% | +271.5% |
| All | +590.1% | +1,324.8% | -734.7% | +102.1% |
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 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