+293.0%
PCAR vs LNT
+166.8%
+126.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -2.1% | +12.4% | -14.5% | -5.7% |
| 3M | -20.4% | +6.7% | -27.1% | -22.1% |
| 6M | -7.0% | +3.9% | -10.9% | -8.4% |
| YTD | -2.6% | +16.5% | -19.2% | -7.7% |
| 1Y | +9.8% | +12.5% | -2.7% | +5.2% |
| 3Y | +37.3% | +66.9% | -29.6% | +14.4% |
| 5Y | +116.4% | +56.1% | +60.4% | +82.5% |
| 10Y | +293.0% | +173.2% | +119.7% | +226.0% |
| All | +293.0% | +166.8% | +126.1% | +226.0% |
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