+145.8%
GOOG vs LNT
+46.9%
+98.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | -1.0% | +1.1% | 0.0% |
| 30D | -2.0% | -4.2% | +2.3% | -2.1% |
| 3M | -5.9% | -6.7% | +0.8% | -6.2% |
| 6M | +8.9% | -3.6% | +12.5% | +8.6% |
| YTD | +7.1% | +5.9% | +1.2% | +7.2% |
| 1Y | +39.7% | +7.3% | +32.4% | +40.0% |
| 3Y | +145.8% | +46.5% | +99.4% | +142.9% |
| All | +145.8% | +46.9% | +98.9% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling