+31.6%
LNT vs ESI
+74.4%
-42.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.2% | +3.9% | -3.7% | -0.2% |
| 30D | -0.5% | -3.8% | +3.3% | -0.2% |
| 3M | -5.5% | -13.1% | +7.6% | -4.6% |
| 6M | -3.8% | +11.3% | -15.1% | -6.3% |
| YTD | +6.8% | +44.1% | -37.3% | +0.1% |
| 1Y | +9.3% | +40.3% | -31.0% | +2.5% |
| 3Y | +47.9% | +84.1% | -36.1% | +29.2% |
| 5Y | +31.6% | +75.8% | -44.2% | +13.5% |
| All | +31.6% | +74.4% | -42.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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