+37.7%
KR vs LNT
+46.9%
-9.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.0% | +0.9% | +0.2% |
| 30D | +5.1% | -4.2% | +9.3% | +6.6% |
| 3M | -8.2% | -6.7% | -1.5% | -6.0% |
| 6M | -18.0% | -3.6% | -14.4% | -16.9% |
| YTD | -4.8% | +5.9% | -10.7% | -6.3% |
| 1Y | -11.0% | +7.3% | -18.3% | -12.8% |
| 3Y | +37.7% | +46.5% | -8.8% | +24.8% |
| All | +37.7% | +46.9% | -9.2% | +24.8% |
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 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