+294.5%
KEEL vs LNT
+61.6%
+232.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -1.0% | +3.9% | +3.0% |
| 30D | +0.8% | -4.2% | +5.1% | +1.4% |
| 3M | -35.3% | -6.7% | -28.6% | -35.0% |
| 6M | +59.4% | -3.6% | +62.9% | +59.3% |
| YTD | +51.9% | +5.9% | +46.0% | +49.6% |
| 1Y | +75.0% | +7.3% | +67.7% | +72.4% |
| 3Y | +224.5% | +46.5% | +178.1% | +210.1% |
| 5Y | -35.9% | +32.5% | -68.4% | -38.4% |
| All | +294.5% | +61.6% | +232.9% | +313.2% |
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