+35.8%
KNX vs LNT
+46.9%
-11.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.6% | -1.0% | -4.5% | -5.4% |
| 30D | -4.4% | -4.2% | -0.2% | -3.6% |
| 3M | -17.3% | -6.7% | -10.6% | -16.3% |
| 6M | +22.6% | -3.6% | +26.2% | +23.1% |
| YTD | +31.1% | +5.9% | +25.3% | +28.8% |
| 1Y | +60.2% | +7.3% | +52.9% | +56.4% |
| 3Y | +35.8% | +46.5% | -10.7% | +19.1% |
| All | +35.8% | +46.9% | -11.2% | +19.1% |
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