-35.3%
KEEL vs LNT
+31.4%
-66.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +0.8% | -4.2% | +5.1% | +1.7% |
| 3M | -35.3% | -6.7% | -28.6% | -34.7% |
| 6M | +59.4% | -3.6% | +62.9% | +59.0% |
| YTD | +51.9% | +5.9% | +46.0% | +47.5% |
| 1Y | +75.0% | +7.3% | +67.7% | +70.1% |
| 3Y | +224.5% | +46.5% | +178.1% | +198.1% |
| All | -35.3% | +31.4% | -66.7% | -37.7% |
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