+95.6%
LLY vs LNT
+50.4%
+45.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -5.1% | -1.1% | -4.0% | -4.9% |
| 3M | -2.1% | -3.6% | +1.5% | -1.2% |
| 6M | +13.8% | -2.7% | +16.5% | +14.7% |
| YTD | +5.1% | +8.0% | -2.9% | +4.2% |
| 1Y | +53.1% | +10.5% | +42.7% | +51.3% |
| 3Y | +95.6% | +49.6% | +46.1% | +89.8% |
| All | +95.6% | +50.4% | +45.2% | +89.8% |
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 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