+303.5%
EWY vs LNT
+148.3%
+155.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -1.0% | +1.0% | +0.2% |
| 30D | +7.3% | -4.2% | +11.5% | +8.7% |
| 3M | -5.1% | -6.7% | +1.5% | -3.5% |
| 6M | +42.1% | -3.6% | +45.6% | +42.4% |
| YTD | +94.1% | +5.9% | +88.2% | +88.6% |
| 1Y | +147.8% | +7.3% | +140.6% | +139.3% |
| 3Y | +222.9% | +46.5% | +176.4% | +176.5% |
| 5Y | +150.6% | +32.5% | +118.2% | +119.2% |
| All | +303.5% | +148.3% | +155.2% | +177.7% |
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