-3.3%
LVS vs LNT
+148.3%
-151.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | -1.0% | -2.4% | -3.2% |
| 30D | -6.2% | -4.2% | -2.0% | -5.3% |
| 3M | -14.8% | -6.7% | -8.2% | -13.5% |
| 6M | -20.9% | -3.6% | -17.3% | -20.5% |
| YTD | -33.0% | +5.9% | -38.9% | -34.4% |
| 1Y | -20.0% | +7.3% | -27.3% | -22.0% |
| 3Y | -6.9% | +46.5% | -53.4% | -16.2% |
| 5Y | +9.1% | +32.5% | -23.4% | -0.7% |
| All | -3.3% | +148.3% | -151.6% | -17.5% |
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