+67.3%
F vs LNT
+186.9%
-119.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.5% |
| 30D | 0.0% | +9.6% | -9.6% | -3.9% |
| 3M | -13.2% | +5.4% | -18.6% | -15.2% |
| 6M | -10.2% | +3.1% | -13.3% | -11.8% |
| YTD | -4.9% | +16.5% | -21.4% | -12.0% |
| 1Y | -6.1% | +12.3% | -18.4% | -11.6% |
| 3Y | +46.0% | +70.3% | -24.3% | +13.1% |
| 5Y | -15.7% | +56.4% | -72.1% | -32.6% |
| All | +67.3% | +186.9% | -119.6% | +26.3% |
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