+143.7%
LLY vs LNT
+63.0%
+80.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +19.7% | +12.4% | +7.3% | +16.9% |
| 3M | +19.3% | +6.7% | +12.5% | +17.5% |
| 6M | +49.3% | +3.9% | +45.4% | +48.1% |
| YTD | +32.0% | +16.5% | +15.5% | +29.1% |
| 1Y | +53.7% | +12.5% | +41.2% | +51.1% |
| 3Y | +143.7% | +66.9% | +76.9% | +152.5% |
| All | +143.7% | +63.0% | +80.7% | +152.5% |
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