+10,545.1%
LIN vs LNT
+1,864.5%
+8,680.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | -3.2% | +0.8% | -1.2% |
| 3M | -5.6% | -4.1% | -1.5% | -4.1% |
| 6M | -3.4% | -4.6% | +1.2% | -1.8% |
| YTD | +13.1% | +7.0% | +6.1% | +9.4% |
| 1Y | +2.5% | +8.3% | -5.8% | -1.5% |
| 3Y | +27.6% | +51.0% | -23.4% | +4.8% |
| 5Y | +63.0% | +30.2% | +32.9% | +40.9% |
| 10Y | +359.3% | +143.6% | +215.7% | +195.3% |
| All | +10,545.1% | +1,864.5% | +8,680.6% | +2,650.9% |
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