+3,260.6%
PEP vs LNT
+3,445.6%
-185.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +12.6% | +12.4% | +0.2% | +8.0% |
| 3M | +3.1% | +6.7% | -3.6% | +0.7% |
| 6M | -6.3% | +3.9% | -10.2% | -7.7% |
| YTD | +1.9% | +16.5% | -14.7% | -3.8% |
| 1Y | +3.3% | +12.5% | -9.2% | -1.2% |
| 3Y | -4.8% | +66.9% | -71.7% | -21.6% |
| 5Y | +2.0% | +56.1% | -54.0% | -14.6% |
| 10Y | +80.3% | +173.2% | -92.9% | +25.8% |
| All | +3,260.6% | +3,445.6% | -185.0% | +905.6% |
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 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