+54.6%
JD vs LNT
+285.6%
-231.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.2% | +1.6% | +3.6% | +5.0% |
| 30D | +4.5% | +12.1% | -7.6% | +3.0% |
| 3M | -15.4% | +8.2% | -23.6% | -16.3% |
| 6M | -6.0% | +3.6% | -9.7% | -6.6% |
| YTD | +2.2% | +16.2% | -14.0% | -0.1% |
| 1Y | -6.7% | +12.8% | -19.4% | -8.3% |
| 3Y | +20.5% | +66.5% | -46.0% | +12.0% |
| 5Y | -58.4% | +53.8% | -112.2% | -61.4% |
| 10Y | +32.5% | +182.5% | -150.0% | +11.8% |
| All | +54.6% | +285.6% | -231.0% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling