+4,711.0%
KNX vs LNT
+1,966.1%
+2,744.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +0.5% | -0.5% | +1.0% | +0.6% |
| 3M | -14.1% | -5.5% | -8.6% | -12.6% |
| 6M | +19.8% | -3.8% | +23.6% | +20.8% |
| YTD | +32.7% | +6.8% | +25.9% | +29.2% |
| 1Y | +62.3% | +9.3% | +53.0% | +56.6% |
| 3Y | +36.8% | +47.9% | -11.1% | +18.1% |
| 5Y | +41.8% | +31.6% | +10.2% | +26.1% |
| 10Y | +169.7% | +150.1% | +19.5% | +88.4% |
| All | +4,711.0% | +1,966.1% | +2,744.9% | +1,727.2% |
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