+2.0%
PEP vs LNT
+56.3%
-54.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +12.6% | +12.4% | +0.2% | +7.1% |
| 3M | +3.1% | +6.7% | -3.6% | +0.2% |
| 6M | -6.3% | +3.9% | -10.2% | -8.0% |
| YTD | +1.9% | +16.5% | -14.7% | -4.8% |
| 1Y | +3.3% | +12.5% | -9.2% | -2.1% |
| 3Y | -4.8% | +66.9% | -71.7% | -24.1% |
| 5Y | +2.0% | +56.1% | -54.0% | -17.5% |
| All | +2.0% | +56.3% | -54.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling