-74.1%
OPEN vs LNT
+68.8%
-142.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | -10.5% | -1.1% | -9.4% | -10.2% |
| 30D | -21.8% | -1.9% | -19.8% | -21.3% |
| 3M | -37.5% | -7.2% | -30.3% | -36.2% |
| 6M | -44.1% | -3.9% | -40.2% | -43.9% |
| YTD | -52.0% | +5.9% | -57.8% | -53.7% |
| 1Y | -52.2% | +8.4% | -60.6% | -54.1% |
| 3Y | -25.9% | +46.6% | -72.5% | -33.8% |
| 5Y | -85.1% | +32.4% | -117.5% | -86.7% |
| All | -74.1% | +68.8% | -142.9% | -74.3% |
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