+5,387.7%
O vs LNT
+1,940.7%
+3,447.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -1.9% | -3.2% | +1.3% | -0.3% |
| 3M | +3.8% | -4.1% | +7.9% | +6.0% |
| 6M | -4.7% | -4.6% | -0.2% | -2.6% |
| YTD | +12.5% | +7.0% | +5.5% | +8.6% |
| 1Y | +10.8% | +8.3% | +2.5% | +6.3% |
| 3Y | +28.8% | +51.0% | -22.2% | +3.9% |
| 5Y | +13.2% | +30.2% | -17.0% | -2.8% |
| 10Y | +53.5% | +143.6% | -90.1% | -0.8% |
| All | +5,387.7% | +1,940.7% | +3,447.0% | +1,830.0% |
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