-22.2%
PFE vs LNT
+35.5%
-57.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | +3.8% | -1.1% | +4.9% | +4.2% |
| 3M | +10.4% | -3.6% | +14.0% | +11.5% |
| 6M | +6.3% | -2.7% | +8.9% | +6.9% |
| YTD | +17.4% | +8.0% | +9.4% | +13.5% |
| 1Y | +21.1% | +10.5% | +10.7% | +16.1% |
| 3Y | -1.6% | +49.6% | -51.2% | -16.2% |
| 5Y | -22.2% | +32.2% | -54.4% | -31.2% |
| All | -22.2% | +35.5% | -57.6% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling