+224.5%
KEEL vs LNT
+46.9%
+177.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | +0.8% | -4.2% | +5.1% | +2.4% |
| 3M | -35.3% | -6.7% | -28.6% | -34.4% |
| 6M | +59.4% | -3.6% | +62.9% | +58.2% |
| YTD | +51.9% | +5.9% | +46.0% | +42.5% |
| 1Y | +75.0% | +7.3% | +67.7% | +64.7% |
| 3Y | +224.5% | +46.5% | +178.1% | +159.1% |
| All | +224.5% | +46.9% | +177.6% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling