+427.2%
LIN vs LNT
+184.1%
+243.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +8.0% | +11.6% | -3.6% | +3.1% |
| 3M | +7.7% | +8.2% | -0.5% | +4.0% |
| 6M | +5.1% | +3.1% | +1.9% | +3.4% |
| YTD | +24.7% | +16.8% | +7.9% | +16.1% |
| 1Y | +25.1% | +11.6% | +13.5% | +18.7% |
| 3Y | +36.8% | +67.4% | -30.5% | +7.2% |
| 5Y | +67.9% | +56.8% | +11.1% | +33.5% |
| 10Y | +427.2% | +185.0% | +242.2% | +251.3% |
| All | +427.2% | +184.1% | +243.1% | +251.3% |
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