+144.2%
LNT vs PFG
+251.1%
-106.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -4.2% | +2.9% | -7.1% | -4.9% |
| 3M | -6.7% | +6.7% | -13.4% | -8.2% |
| 6M | -3.6% | +33.8% | -37.3% | -9.9% |
| YTD | +5.9% | +35.0% | -29.1% | -1.5% |
| 1Y | +7.3% | +46.4% | -39.2% | -2.3% |
| 3Y | +46.5% | +71.7% | -25.2% | +27.4% |
| 5Y | +32.5% | +113.7% | -81.2% | +8.2% |
| All | +144.2% | +251.1% | -106.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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