+43.3%
IR vs LNT
+35.5%
+7.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -13.6% | -1.1% | -12.5% | -13.3% |
| 3M | +3.7% | -3.6% | +7.3% | +4.8% |
| 6M | -13.1% | -2.7% | -10.4% | -12.4% |
| YTD | -5.1% | +8.0% | -13.1% | -7.5% |
| 1Y | -6.5% | +10.5% | -16.9% | -9.4% |
| 3Y | +8.5% | +49.6% | -41.1% | -5.3% |
| 5Y | +43.3% | +32.2% | +11.1% | +28.8% |
| All | +43.3% | +35.5% | +7.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling