+144.2%
LNT vs TD
+306.3%
-162.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -4.2% | -1.9% | -2.3% | -3.7% |
| 3M | -6.7% | +4.8% | -11.4% | -8.3% |
| 6M | -3.6% | +28.0% | -31.6% | -11.6% |
| YTD | +5.9% | +30.3% | -24.4% | -3.7% |
| 1Y | +7.3% | +59.8% | -52.5% | -9.2% |
| 3Y | +46.5% | +124.7% | -78.2% | +8.9% |
| 5Y | +32.5% | +127.0% | -94.5% | -3.3% |
| All | +144.2% | +306.3% | -162.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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