+169.3%
KEY vs LNT
+140.9%
+28.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -3.3% | -0.5% | -2.8% | -3.1% |
| 3M | -0.7% | -5.5% | +4.8% | +1.7% |
| 6M | +12.5% | -3.8% | +16.3% | +14.1% |
| YTD | +8.4% | +6.8% | +1.6% | +4.1% |
| 1Y | +18.4% | +9.3% | +9.1% | +12.3% |
| 3Y | +123.3% | +47.9% | +75.4% | +79.7% |
| 5Y | +38.8% | +31.6% | +7.2% | +16.2% |
| 10Y | +169.3% | +150.1% | +19.2% | +124.7% |
| All | +169.3% | +140.9% | +28.4% | +124.7% |
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 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