+469.1%
P vs LNT
+252.9%
+216.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.7% |
| 7D | -23.8% | +1.4% | -25.2% | -24.0% |
| 30D | -36.6% | +12.3% | -48.9% | -37.8% |
| 3M | +10.9% | +5.3% | +5.5% | +9.9% |
| 6M | +30.0% | +2.0% | +28.0% | +29.2% |
| YTD | +44.4% | +15.3% | +29.1% | +40.2% |
| 1Y | +3.9% | +12.3% | -8.4% | +1.3% |
| 3Y | +176.6% | +59.1% | +117.5% | +145.7% |
| 5Y | +249.3% | +51.7% | +197.6% | +208.7% |
| 10Y | +726.9% | +170.1% | +556.8% | +557.2% |
| All | +469.1% | +252.9% | +216.2% | +333.5% |
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