-0.3%
PEP vs LNT
+9.3%
-9.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +0.3% | -0.5% | +0.8% | +0.5% |
| 3M | -3.2% | -5.5% | +2.3% | -0.7% |
| 6M | -13.6% | -3.8% | -9.8% | -11.9% |
| YTD | -1.9% | +6.8% | -8.7% | -4.1% |
| All | -0.3% | +9.3% | -9.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling