+1,037.3%
KEY vs LNT
+3,445.6%
-2,408.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | +7.2% | +12.4% | -5.2% | +0.6% |
| 3M | -4.9% | +6.7% | -11.6% | -8.3% |
| 6M | +1.1% | +3.9% | -2.9% | -1.5% |
| YTD | +6.8% | +16.5% | -9.7% | -2.6% |
| 1Y | +23.3% | +12.5% | +10.8% | +14.4% |
| 3Y | +126.1% | +66.9% | +59.2% | +67.2% |
| 5Y | +15.2% | +56.1% | -40.9% | -13.4% |
| 10Y | +113.6% | +173.2% | -59.6% | +15.2% |
| All | +1,037.3% | +3,445.6% | -2,408.4% | +104.8% |
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