+10,808.2%
LSCC vs LNT
+3,155.8%
+7,652.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -23.7% | -4.1% | -19.6% | -22.9% |
| 6M | +26.5% | -4.6% | +31.1% | +28.2% |
| YTD | +57.5% | +7.0% | +50.5% | +51.0% |
| 1Y | +75.7% | +8.3% | +67.4% | +67.0% |
| 3Y | +19.5% | +51.0% | -31.5% | -5.6% |
| 5Y | +83.8% | +30.2% | +53.6% | +52.4% |
| 10Y | +1,772.4% | +143.6% | +1,628.8% | +961.6% |
| All | +10,808.2% | +3,155.8% | +7,652.4% | +1,369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling