+104.3%
PBR vs LNT
+46.9%
+57.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.4% |
| 7D | +4.2% | -1.1% | +5.3% | +4.5% |
| 30D | +22.7% | -1.9% | +24.7% | +23.3% |
| 3M | +21.5% | -7.2% | +28.7% | +23.6% |
| 6M | +24.0% | -3.9% | +27.9% | +24.6% |
| YTD | +88.2% | +5.9% | +82.4% | +83.3% |
| 1Y | +74.8% | +8.4% | +66.5% | +68.8% |
| All | +104.3% | +46.9% | +57.4% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling