+154.6%
JPM vs LNT
+30.4%
+124.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.8% |
| 3M | +14.9% | -7.2% | +22.1% | +17.1% |
| 6M | +23.6% | -3.9% | +27.5% | +24.6% |
| YTD | +11.3% | +5.9% | +5.4% | +8.8% |
| 1Y | +19.9% | +8.4% | +11.5% | +16.3% |
| 3Y | +162.6% | +46.6% | +116.0% | +130.4% |
| 5Y | +154.6% | +32.4% | +122.2% | +127.6% |
| All | +154.6% | +30.4% | +124.2% | +127.6% |
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 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