+590.9%
JPM vs LNT
+148.3%
+442.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | -1.0% | +0.4% | -0.3% |
| 30D | -2.5% | -4.2% | +1.8% | -0.8% |
| 3M | +14.1% | -6.7% | +20.8% | +17.0% |
| 6M | +25.1% | -3.6% | +28.7% | +26.4% |
| YTD | +12.1% | +5.9% | +6.2% | +8.9% |
| 1Y | +18.8% | +7.3% | +11.6% | +14.6% |
| 3Y | +163.4% | +46.5% | +116.9% | +120.6% |
| 5Y | +156.5% | +32.5% | +124.1% | +120.9% |
| All | +590.9% | +148.3% | +442.5% | +473.2% |
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