+1,864.7%
LSCC vs LNT
+143.6%
+1,721.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | -9.6% | -1.1% | -8.5% | -9.4% |
| 3M | -17.8% | -3.6% | -14.2% | -17.4% |
| 6M | +37.4% | -2.7% | +40.1% | +37.6% |
| YTD | +59.7% | +8.0% | +51.7% | +55.4% |
| 1Y | +76.2% | +10.5% | +65.8% | +70.2% |
| 3Y | +28.2% | +49.6% | -21.4% | +11.7% |
| 5Y | +87.2% | +32.2% | +55.0% | +67.5% |
| All | +1,864.7% | +143.6% | +1,721.1% | +1,414.9% |
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