+1,170.3%
LNT vs PFG
+985.4%
+185.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.0% | +2.4% | -1.3% | +0.6% |
| 30D | +9.6% | +5.9% | +3.7% | +8.4% |
| 3M | +5.4% | -0.4% | +5.8% | +5.3% |
| 6M | +3.1% | +14.8% | -11.7% | +0.1% |
| YTD | +16.5% | +31.9% | -15.4% | +9.8% |
| 1Y | +12.3% | +38.8% | -26.5% | +4.8% |
| 3Y | +70.3% | +82.4% | -12.1% | +49.4% |
| 5Y | +56.4% | +94.7% | -38.3% | +34.0% |
| 10Y | +184.3% | +187.0% | -2.7% | +114.0% |
| All | +1,170.3% | +985.4% | +185.0% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling