+2,878.2%
PEG vs LNT
+3,186.5%
-308.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.4% |
| 30D | -1.9% | -1.1% | -0.8% | -1.2% |
| 3M | -3.7% | -3.6% | -0.1% | -1.4% |
| 6M | -9.4% | -2.7% | -6.8% | -7.9% |
| YTD | -6.0% | +8.0% | -14.0% | -10.7% |
| 1Y | -4.4% | +10.5% | -14.8% | -10.5% |
| 3Y | +33.5% | +49.6% | -16.0% | +1.7% |
| 5Y | +35.7% | +32.2% | +3.5% | +11.7% |
| 10Y | +140.4% | +141.8% | -1.4% | +34.8% |
| All | +2,878.2% | +3,186.5% | -308.3% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling