+147.8%
GE vs LNT
+148.3%
-0.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.4% |
| 30D | -11.9% | -1.9% | -10.0% | -11.3% |
| 3M | +1.8% | -7.2% | +9.0% | +4.6% |
| 6M | -0.6% | -3.9% | +3.3% | +0.5% |
| YTD | +5.5% | +5.9% | -0.3% | +2.6% |
| 1Y | +15.0% | +8.4% | +6.6% | +10.5% |
| 3Y | +269.5% | +46.6% | +222.9% | +209.5% |
| 5Y | +422.4% | +32.4% | +390.0% | +350.7% |
| All | +147.8% | +148.3% | -0.4% | +81.2% |
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