+123.8%
LSCC vs LNT
+67.8%
+56.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.8% | +10.4% |
| 7D | +14.5% | -0.2% | +14.7% | +14.4% |
| 30D | -0.1% | +11.6% | -11.7% | +1.2% |
| 3M | -2.7% | +8.2% | -10.8% | -1.7% |
| 6M | -4.8% | +3.1% | -7.9% | -4.5% |
| YTD | +66.9% | +16.8% | +50.1% | +67.5% |
| 1Y | +85.8% | +11.6% | +74.2% | +86.6% |
| All | +123.8% | +67.8% | +56.0% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling