+550.0%
LNG vs LNT
+148.3%
+401.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -1.0% | -3.6% | -4.4% |
| 30D | +3.8% | -4.2% | +8.1% | +5.0% |
| 3M | +16.2% | -6.7% | +22.8% | +18.2% |
| 6M | +11.7% | -3.6% | +15.3% | +12.5% |
| YTD | +44.2% | +5.9% | +38.3% | +41.6% |
| 1Y | +18.6% | +7.3% | +11.3% | +16.0% |
| 3Y | +77.4% | +46.5% | +30.9% | +59.8% |
| 5Y | +232.3% | +32.5% | +199.8% | +204.1% |
| All | +550.0% | +148.3% | +401.7% | +421.7% |
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