+10.6%
LNT vs TLN
+3.1%
+7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -0.5% | +22.3% | -22.8% | -0.9% |
| 30D | +9.9% | +1.2% | +8.7% | +10.0% |
| 3M | +4.8% | +5.9% | -1.1% | +4.4% |
| 6M | +2.2% | +3.2% | -1.0% | +1.7% |
| YTD | +15.9% | +3.2% | +12.7% | +14.8% |
| 1Y | +10.6% | +5.2% | +5.3% | +9.2% |
| All | +10.6% | +3.1% | +7.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling