+3,309.4%
PEP vs LNT
+3,453.4%
-144.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +13.6% | +11.6% | +2.0% | +9.2% |
| 3M | +5.1% | +8.2% | -3.1% | +2.1% |
| 6M | -1.6% | +3.1% | -4.7% | -2.8% |
| YTD | +3.3% | +16.8% | -13.4% | -2.5% |
| 1Y | +3.2% | +11.6% | -8.4% | -1.0% |
| 3Y | -3.9% | +67.4% | -71.3% | -20.9% |
| 5Y | +4.0% | +56.8% | -52.7% | -13.0% |
| 10Y | +90.1% | +185.0% | -94.9% | +30.9% |
| All | +3,309.4% | +3,453.4% | -144.0% | +919.4% |
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