+86.4%
F vs LNT
+142.3%
-55.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.2% | -4.6% |
| 7D | +1.2% | +1.0% | +0.1% | +0.7% |
| 30D | +1.2% | -1.1% | +2.3% | +1.6% |
| 3M | -5.7% | -3.6% | -2.1% | -4.6% |
| 6M | +17.9% | -2.7% | +20.6% | +18.4% |
| YTD | +10.4% | +8.0% | +2.4% | +5.8% |
| 1Y | +25.3% | +10.5% | +14.9% | +18.8% |
| 3Y | +37.5% | +49.6% | -12.1% | +13.2% |
| 5Y | +46.5% | +32.2% | +14.3% | +26.0% |
| 10Y | +86.4% | +141.8% | -55.4% | +44.0% |
| All | +86.4% | +142.3% | -55.9% | +44.0% |
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 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