+3.9%
PEP vs LNT
+35.5%
-31.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +0.7% | -1.1% | +1.7% | +1.1% |
| 3M | -0.5% | -3.6% | +3.1% | +1.0% |
| 6M | -11.3% | -2.7% | -8.7% | -10.4% |
| YTD | -0.6% | +8.0% | -8.6% | -4.0% |
| 1Y | +1.7% | +10.5% | -8.8% | -2.9% |
| 3Y | -12.5% | +49.6% | -62.0% | -26.9% |
| 5Y | +3.9% | +32.2% | -28.3% | -8.6% |
| All | +3.9% | +35.5% | -31.6% | -8.6% |
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