+287.1%
PCAR vs LNT
+186.9%
+100.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | -1.4% | +9.6% | -11.0% | -4.3% |
| 3M | -18.1% | +5.4% | -23.5% | -19.6% |
| 6M | -4.0% | +3.1% | -7.1% | -5.2% |
| YTD | -1.5% | +16.5% | -17.9% | -6.6% |
| 1Y | +13.2% | +12.3% | +0.9% | +8.5% |
| 3Y | +35.8% | +70.3% | -34.5% | +12.1% |
| 5Y | +114.6% | +56.4% | +58.2% | +80.4% |
| All | +287.1% | +186.9% | +100.2% | +213.8% |
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