+100.0%
IT vs LNT
+148.3%
-48.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.3% |
| 7D | -3.7% | -1.0% | -2.6% | -3.3% |
| 30D | +0.1% | -4.2% | +4.3% | +1.7% |
| 3M | +20.7% | -6.7% | +27.4% | +23.7% |
| 6M | +12.0% | -3.6% | +15.5% | +12.8% |
| YTD | -28.8% | +5.9% | -34.7% | -31.3% |
| 1Y | -25.5% | +7.3% | -32.8% | -28.7% |
| 3Y | -48.8% | +46.5% | -95.2% | -57.6% |
| 5Y | -42.7% | +32.5% | -75.2% | -51.1% |
| All | +100.0% | +148.3% | -48.3% | +43.2% |
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