+485.4%
P vs LNT
+227.6%
+257.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -0.1% | +6.6% | +6.6% |
| 30D | +18.8% | -3.2% | +22.0% | +19.4% |
| 3M | +26.7% | -4.1% | +30.8% | +27.2% |
| 6M | +62.2% | -4.6% | +66.7% | +62.9% |
| YTD | +48.5% | +7.0% | +41.5% | +46.0% |
| 1Y | +26.4% | +8.3% | +18.1% | +23.8% |
| 3Y | +159.4% | +51.0% | +108.4% | +131.7% |
| 5Y | +275.8% | +30.2% | +245.6% | +245.4% |
| 10Y | +732.0% | +143.6% | +588.4% | +571.0% |
| All | +485.4% | +227.6% | +257.8% | +351.6% |
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