+5,261.3%
O vs LNT
+2,110.0%
+3,151.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +8.3% | +9.9% | -1.6% | +3.2% |
| 3M | -4.0% | +4.8% | -8.8% | -6.3% |
| 6M | -2.6% | +2.2% | -4.8% | -3.8% |
| YTD | +9.9% | +15.9% | -6.0% | +1.8% |
| 1Y | +9.8% | +10.6% | -0.7% | +4.2% |
| 3Y | +39.7% | +66.1% | -26.3% | +7.4% |
| 5Y | +9.2% | +55.6% | -46.4% | -14.2% |
| 10Y | +81.5% | +182.8% | -101.3% | +9.1% |
| All | +5,261.3% | +2,110.0% | +3,151.3% | +1,709.9% |
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