+2,883.5%
GE vs LNT
+3,155.8%
-272.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -3.2% | -8.4% | -10.4% |
| 3M | +3.0% | -4.1% | +7.1% | +4.5% |
| 6M | -0.5% | -4.6% | +4.0% | +1.0% |
| YTD | +9.7% | +7.0% | +2.7% | +6.2% |
| 1Y | +20.0% | +8.3% | +11.8% | +15.4% |
| 3Y | +275.8% | +51.0% | +224.8% | +210.7% |
| 5Y | +429.1% | +30.2% | +398.9% | +358.6% |
| 10Y | +151.2% | +143.6% | +7.6% | +64.4% |
| All | +2,883.5% | +3,155.8% | -272.3% | +656.7% |
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 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