+649.0%
P vs LNT
+185.4%
+463.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +17.8% | -0.5% | +18.4% | +17.9% |
| 30D | -29.9% | +9.9% | -39.8% | -31.1% |
| 3M | -1.2% | +4.8% | -6.0% | -2.0% |
| 6M | +32.1% | +2.2% | +30.0% | +31.2% |
| YTD | +64.3% | +15.9% | +48.4% | +58.9% |
| 1Y | +24.3% | +10.6% | +13.7% | +21.3% |
| 3Y | +203.2% | +66.1% | +137.1% | +162.8% |
| 5Y | +290.4% | +55.6% | +234.8% | +237.3% |
| All | +649.0% | +185.4% | +463.6% | +422.4% |
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