+47.2%
LNT vs TLN
+602.5%
-555.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | +0.9% |
| 7D | +1.0% | +10.9% | -9.9% | +0.9% |
| 30D | -1.1% | -6.3% | +5.2% | -1.0% |
| 3M | -3.6% | -10.7% | +7.1% | -3.6% |
| 6M | -2.7% | +1.6% | -4.3% | -2.7% |
| YTD | +8.0% | -13.1% | +21.1% | +8.0% |
| 1Y | +10.5% | -15.1% | +25.5% | +10.4% |
| 3Y | +49.6% | +495.0% | -445.4% | +46.9% |
| All | +47.2% | +602.5% | -555.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling