+333.4%
LNT vs ESI
+198.2%
+135.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.0% | +5.5% | -4.5% | +0.6% |
| 30D | +9.6% | -7.8% | +17.4% | +10.1% |
| 3M | +5.4% | -15.0% | +20.4% | +6.4% |
| 6M | +3.1% | -24.9% | +28.0% | +4.8% |
| YTD | +16.5% | +33.2% | -16.7% | +12.5% |
| 1Y | +12.3% | +24.9% | -12.6% | +8.9% |
| 3Y | +70.3% | +77.8% | -7.4% | +58.9% |
| 5Y | +56.4% | +37.1% | +19.3% | +47.5% |
| 10Y | +184.3% | +320.5% | -136.2% | +145.1% |
| All | +333.4% | +198.2% | +135.2% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling