+504.9%
P vs LNT
+256.7%
+248.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.1% |
| 7D | -9.6% | +0.6% | -10.2% | -9.7% |
| 30D | -33.4% | +12.4% | -45.8% | -34.7% |
| 3M | +14.2% | +6.7% | +7.5% | +13.0% |
| 6M | +31.6% | +3.9% | +27.6% | +30.4% |
| YTD | +53.5% | +16.5% | +36.9% | +48.8% |
| 1Y | +14.2% | +12.5% | +1.7% | +11.3% |
| 3Y | +190.5% | +66.9% | +123.6% | +155.1% |
| 5Y | +256.3% | +56.1% | +200.3% | +212.7% |
| 10Y | +707.9% | +173.2% | +534.6% | +541.9% |
| All | +504.9% | +256.7% | +248.2% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling