+75.7%
LSCC vs LNT
+8.1%
+67.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -9.7% | -3.2% | -6.5% | -10.5% |
| 3M | -23.7% | -4.1% | -19.6% | -25.5% |
| 6M | +26.5% | -4.6% | +31.1% | +23.0% |
| YTD | +57.5% | +7.0% | +50.5% | +57.2% |
| 1Y | +75.7% | +8.3% | +67.4% | +80.8% |
| All | +75.7% | +8.1% | +67.6% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling