+16.9%
JD vs LNT
+140.9%
-124.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -19.3% | -0.5% | -18.8% | -19.3% |
| 3M | -6.0% | -5.5% | -0.5% | -5.5% |
| 6M | +1.8% | -3.8% | +5.6% | +2.1% |
| YTD | -2.6% | +6.8% | -9.4% | -3.7% |
| 1Y | -17.4% | +9.3% | -26.8% | -18.7% |
| 3Y | -8.6% | +47.9% | -56.5% | -13.8% |
| 5Y | -61.6% | +31.6% | -93.2% | -63.6% |
| 10Y | +16.9% | +150.1% | -133.3% | +1.6% |
| All | +16.9% | +140.9% | -124.1% | +1.6% |
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