+202.7%
PAAS vs LNT
+142.3%
+60.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -0.1% | -1.1% | +1.0% | +0.3% |
| 3M | +8.2% | -3.6% | +11.8% | +9.6% |
| 6M | -13.8% | -2.7% | -11.1% | -13.4% |
| YTD | -0.6% | +8.0% | -8.6% | -4.9% |
| 1Y | +44.0% | +10.5% | +33.5% | +36.2% |
| 3Y | +246.6% | +49.6% | +197.0% | +182.5% |
| 5Y | +116.1% | +32.2% | +83.9% | +84.1% |
| 10Y | +202.7% | +141.8% | +61.0% | +78.2% |
| All | +202.7% | +142.3% | +60.5% | +78.2% |
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