+252.1%
INTC vs LNT
+148.3%
+103.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.5% | -1.0% | +8.5% | +7.9% |
| 30D | +2.0% | -4.2% | +6.2% | +3.7% |
| 3M | -12.0% | -6.7% | -5.3% | -10.1% |
| 6M | +114.5% | -3.6% | +118.1% | +115.5% |
| YTD | +179.0% | +5.9% | +173.1% | +168.6% |
| 1Y | +318.3% | +7.3% | +311.0% | +299.3% |
| 3Y | +171.2% | +46.5% | +124.7% | +123.2% |
| 5Y | +107.6% | +32.5% | +75.1% | +76.5% |
| All | +252.1% | +148.3% | +103.8% | +137.8% |
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