+48.8%
PFE vs LNT
+186.9%
-138.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | +0.3% | +9.6% | -9.3% | -3.3% |
| 3M | +9.4% | +5.4% | +4.0% | +7.0% |
| 6M | +14.9% | +3.1% | +11.8% | +13.1% |
| YTD | +23.8% | +16.5% | +7.3% | +15.6% |
| 1Y | +19.5% | +12.3% | +7.2% | +13.3% |
| 3Y | +21.0% | +70.3% | -49.3% | -4.6% |
| 5Y | -23.9% | +56.4% | -80.3% | -38.7% |
| All | +48.8% | +186.9% | -138.1% | +0.7% |
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