+36.5%
PEG vs LNT
+67.4%
-30.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +4.5% | +1.0% | +3.5% | +3.8% |
| 30D | +7.5% | +9.6% | -2.1% | +1.2% |
| 3M | +0.8% | +5.4% | -4.6% | -2.7% |
| 6M | 0.0% | +3.1% | -3.1% | -2.2% |
| YTD | -3.0% | +16.5% | -19.5% | -12.1% |
| 1Y | -4.7% | +12.3% | -17.1% | -11.7% |
| 3Y | +36.5% | +70.3% | -33.8% | -2.9% |
| All | +36.5% | +67.4% | -30.9% | -2.9% |
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