+69.4%
LNT vs PFG
+81.7%
-12.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | +9.9% | +5.0% | +5.0% | +8.8% |
| 3M | +4.8% | +0.1% | +4.7% | +4.6% |
| 6M | +2.2% | +13.8% | -11.6% | -0.8% |
| YTD | +15.9% | +31.2% | -15.4% | +8.6% |
| 1Y | +10.6% | +37.1% | -26.5% | +2.5% |
| All | +69.4% | +81.7% | -12.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling