+31.7%
PEG vs LNT
+48.2%
-16.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -1.7% | -0.5% | -1.2% | -1.4% |
| 3M | -6.8% | -5.5% | -1.3% | -3.3% |
| 6M | -11.4% | -3.8% | -7.6% | -9.1% |
| YTD | -7.2% | +6.8% | -14.1% | -11.1% |
| 1Y | -6.1% | +9.3% | -15.4% | -11.3% |
| All | +31.7% | +48.2% | -16.5% | +1.1% |
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