-8.2%
IR vs LNT
+9.3%
-17.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -15.0% | -0.5% | -14.5% | -14.9% |
| 3M | -0.4% | -5.5% | +5.1% | +2.0% |
| 6M | -15.0% | -3.8% | -11.2% | -13.7% |
| YTD | -7.1% | +6.8% | -13.9% | -10.8% |
| All | -8.2% | +9.3% | -17.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling