+35.2%
PFE vs LNT
+140.9%
-105.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | +2.7% | -0.5% | +3.2% | +2.8% |
| 3M | +10.0% | -5.5% | +15.5% | +12.2% |
| 6M | +7.2% | -3.8% | +11.0% | +8.4% |
| YTD | +17.3% | +6.8% | +10.5% | +13.6% |
| 1Y | +20.3% | +9.3% | +11.0% | +15.4% |
| 3Y | -1.6% | +47.9% | -49.6% | -17.2% |
| 5Y | -21.4% | +31.6% | -53.0% | -31.4% |
| 10Y | +35.2% | +150.1% | -114.9% | +1.6% |
| All | +35.2% | +140.9% | -105.7% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling