+49.6%
LNT vs PTC
-8.0%
+57.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.1% |
| 7D | +1.0% | -12.8% | +13.8% | +1.5% |
| 30D | -1.1% | -9.8% | +8.7% | -0.8% |
| 3M | -3.6% | -2.1% | -1.5% | -3.7% |
| 6M | -2.7% | -18.1% | +15.4% | -1.6% |
| YTD | +8.0% | -23.5% | +31.5% | +9.8% |
| 1Y | +10.5% | -37.4% | +47.8% | +14.5% |
| 3Y | +49.6% | -7.2% | +56.8% | +39.9% |
| All | +49.6% | -8.0% | +57.6% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling