-46.3%
IT vs LNT
+31.1%
-77.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -9.1% | +0.2% | -9.3% | -9.2% |
| 30D | -12.2% | -0.5% | -11.6% | -12.1% |
| 3M | +7.8% | -5.5% | +13.3% | +9.4% |
| 6M | +2.0% | -3.8% | +5.8% | +2.7% |
| YTD | -32.7% | +6.8% | -39.6% | -34.8% |
| 1Y | -31.1% | +9.3% | -40.4% | -33.8% |
| 3Y | -52.1% | +47.9% | -100.0% | -59.1% |
| 5Y | -46.3% | +31.6% | -77.9% | -51.4% |
| All | -46.3% | +31.1% | -77.4% | -51.4% |
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