+251.6%
ORCL vs LNT
+166.8%
+84.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -15.3% | +12.4% | -27.7% | -18.1% |
| 3M | -18.2% | +6.7% | -24.9% | -19.8% |
| 6M | -38.4% | +3.9% | -42.4% | -39.6% |
| YTD | -37.7% | +16.5% | -54.2% | -41.3% |
| 1Y | -49.3% | +12.5% | -61.8% | -51.7% |
| 3Y | +10.6% | +66.9% | -56.2% | -10.6% |
| 5Y | +35.5% | +56.1% | -20.6% | +10.8% |
| 10Y | +251.6% | +173.2% | +78.4% | +149.1% |
| All | +251.6% | +166.8% | +84.8% | +149.1% |
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