+227.5%
LOW vs LNT
+148.3%
+79.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -1.0% | -2.7% | -3.3% |
| 30D | -8.9% | -4.2% | -4.6% | -7.1% |
| 3M | -10.4% | -6.7% | -3.7% | -7.7% |
| 6M | -19.4% | -3.6% | -15.8% | -18.2% |
| YTD | -17.1% | +5.9% | -23.0% | -19.4% |
| 1Y | -26.3% | +7.3% | -33.5% | -28.8% |
| 3Y | -9.9% | +46.5% | -56.4% | -25.2% |
| 5Y | +6.1% | +32.5% | -26.3% | -9.0% |
| All | +227.5% | +148.3% | +79.2% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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