+3,159.9%
PEP vs LNT
+3,155.8%
+4.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | -3.2% | +3.4% | +1.4% |
| 3M | -1.1% | -4.1% | +3.0% | +0.3% |
| 6M | -13.5% | -4.6% | -8.9% | -12.1% |
| YTD | -1.2% | +7.0% | -8.2% | -3.7% |
| 1Y | -1.6% | +8.3% | -9.8% | -4.6% |
| 3Y | -12.5% | +51.0% | -63.5% | -25.3% |
| 5Y | +3.0% | +30.2% | -27.1% | -8.0% |
| 10Y | +73.9% | +143.6% | -69.7% | +26.1% |
| All | +3,159.9% | +3,155.8% | +4.1% | +906.2% |
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