+730.4%
P vs LNT
+143.6%
+586.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +7.8% | +1.0% | +6.8% | +7.7% |
| 30D | +12.3% | -1.1% | +13.4% | +12.5% |
| 3M | +37.1% | -3.6% | +40.7% | +37.6% |
| 6M | +66.1% | -2.7% | +68.7% | +66.3% |
| YTD | +50.9% | +8.0% | +42.9% | +48.0% |
| 1Y | +27.2% | +10.5% | +16.8% | +24.0% |
| 3Y | +158.7% | +49.6% | +109.1% | +130.6% |
| 5Y | +291.1% | +32.2% | +258.9% | +256.5% |
| All | +730.4% | +143.6% | +586.8% | +562.8% |
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