+417.3%
LIN vs LNT
+166.8%
+250.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +7.6% | +12.4% | -4.8% | +2.3% |
| 3M | +6.5% | +6.7% | -0.2% | +3.5% |
| 6M | +6.2% | +3.9% | +2.3% | +4.1% |
| YTD | +23.2% | +16.5% | +6.7% | +14.9% |
| 1Y | +25.4% | +12.5% | +12.9% | +18.6% |
| 3Y | +38.3% | +66.9% | -28.6% | +8.7% |
| 5Y | +64.4% | +56.1% | +8.3% | +31.2% |
| 10Y | +417.3% | +173.2% | +244.1% | +254.8% |
| All | +417.3% | +166.8% | +250.5% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling