+1,108.4%
LNG vs LNT
+1,960.5%
-852.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | +3.9% | -0.5% | +4.4% | +4.0% |
| 3M | +15.5% | -5.5% | +21.0% | +18.0% |
| 6M | +10.5% | -3.8% | +14.3% | +11.8% |
| YTD | +43.0% | +6.8% | +36.1% | +38.5% |
| 1Y | +18.9% | +9.3% | +9.6% | +14.0% |
| 3Y | +74.7% | +47.9% | +26.7% | +46.9% |
| 5Y | +231.2% | +31.6% | +199.6% | +186.2% |
| 10Y | +544.5% | +150.1% | +394.4% | +300.7% |
| All | +1,108.4% | +1,960.5% | -852.1% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling