+75.2%
LMT vs LNT
+30.4%
+44.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -10.8% | -1.9% | -8.8% | -10.2% |
| 3M | +1.6% | -7.2% | +8.8% | +4.1% |
| 6M | -17.6% | -3.9% | -13.7% | -16.6% |
| YTD | +11.6% | +5.9% | +5.7% | +9.4% |
| 1Y | +17.2% | +8.4% | +8.9% | +14.0% |
| 3Y | +35.7% | +46.6% | -10.9% | +18.6% |
| 5Y | +75.2% | +32.4% | +42.8% | +57.0% |
| All | +75.2% | +30.4% | +44.8% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling