+336.0%
IR vs LNT
+150.7%
+185.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +7.6% | +11.6% | -4.0% | +3.2% |
| 3M | +0.1% | +8.2% | -8.1% | -2.9% |
| 6M | +14.0% | +3.1% | +10.8% | +12.4% |
| YTD | +7.5% | +16.8% | -9.3% | +1.1% |
| 1Y | +10.1% | +11.6% | -1.5% | +5.3% |
| 3Y | +24.9% | +67.4% | -42.5% | +1.0% |
| 5Y | +46.9% | +56.8% | -9.9% | +20.5% |
| All | +336.0% | +150.7% | +185.2% | +231.8% |
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