+2,080.1%
LLY vs LNT
+186.9%
+1,893.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.3% |
| 30D | +19.6% | +9.6% | +10.0% | +15.5% |
| 3M | +19.7% | +5.4% | +14.3% | +17.3% |
| 6M | +42.7% | +3.1% | +39.6% | +40.8% |
| YTD | +35.1% | +16.5% | +18.7% | +27.2% |
| 1Y | +42.2% | +12.3% | +29.9% | +35.7% |
| 3Y | +140.8% | +70.3% | +70.5% | +92.2% |
| 5Y | +480.6% | +56.4% | +424.2% | +374.3% |
| All | +2,080.1% | +186.9% | +1,893.2% | +1,243.8% |
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