+46.5%
LNT vs TD
+125.8%
-79.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -1.1% | -2.6% | +1.5% | -0.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.7% |
| 3M | -7.2% | +5.6% | -12.8% | -8.5% |
| 6M | -3.9% | +27.1% | -31.0% | -9.4% |
| YTD | +5.9% | +29.4% | -23.5% | -0.8% |
| 1Y | +8.4% | +60.7% | -52.3% | -4.2% |
| All | +46.5% | +125.8% | -79.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling