+1,263.9%
LSCC vs LNT
+164.0%
+1,099.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.2% | +7.4% |
| 7D | +13.0% | +1.4% | +11.5% | +12.6% |
| 30D | -19.8% | +12.3% | -32.1% | -22.2% |
| 3M | -18.4% | +5.3% | -23.7% | -19.6% |
| 6M | -16.1% | +2.0% | -18.1% | -17.1% |
| YTD | +42.7% | +15.3% | +27.5% | +36.4% |
| 1Y | +68.0% | +12.3% | +55.7% | +61.6% |
| 3Y | +85.8% | +59.1% | +26.8% | +59.2% |
| 5Y | +28.0% | +51.7% | -23.7% | +9.7% |
| All | +1,263.9% | +164.0% | +1,099.9% | +929.5% |
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