+144.1%
LNT vs PTC
+200.2%
-56.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | -14.2% | +13.1% | +0.5% |
| 30D | -1.9% | -14.4% | +12.5% | -0.4% |
| 3M | -7.2% | -4.7% | -2.5% | -7.1% |
| 6M | -3.9% | -19.3% | +15.4% | -2.1% |
| YTD | +5.9% | -26.1% | +32.0% | +8.9% |
| 1Y | +8.4% | -37.1% | +45.4% | +13.6% |
| 3Y | +46.6% | -10.4% | +57.0% | +45.3% |
| 5Y | +32.4% | +2.5% | +30.0% | +27.5% |
| All | +144.1% | +200.2% | -56.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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