+363.4%
ORCL vs LNT
+142.3%
+221.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +15.0% | +1.0% | +14.0% | +14.7% |
| 30D | +10.5% | -1.1% | +11.6% | +10.8% |
| 3M | -23.0% | -3.6% | -19.4% | -22.6% |
| 6M | +7.0% | -2.7% | +9.6% | +6.7% |
| YTD | -15.8% | +8.0% | -23.8% | -18.9% |
| 1Y | -31.1% | +10.5% | -41.5% | -34.4% |
| 3Y | +33.3% | +49.6% | -16.3% | +11.8% |
| 5Y | +94.3% | +32.2% | +62.1% | +69.2% |
| 10Y | +363.4% | +141.8% | +221.6% | +234.9% |
| All | +363.4% | +142.3% | +221.1% | +234.9% |
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 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