+1,078.2%
KEY vs LNT
+3,155.8%
-2,077.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -3.0% | -3.2% | +0.2% | -1.4% |
| 3M | +3.3% | -4.1% | +7.4% | +5.4% |
| 6M | +9.2% | -4.6% | +13.8% | +11.4% |
| YTD | +10.6% | +7.0% | +3.7% | +5.8% |
| 1Y | +20.4% | +8.3% | +12.1% | +14.1% |
| 3Y | +121.8% | +51.0% | +70.8% | +73.3% |
| 5Y | +41.1% | +30.2% | +11.0% | +17.0% |
| 10Y | +168.5% | +143.6% | +24.9% | +53.6% |
| All | +1,078.2% | +3,155.8% | -2,077.6% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling