+3,280.0%
PFE vs LNT
+3,155.8%
+124.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | +10.2% | -3.2% | +13.4% | +11.4% |
| 3M | +12.7% | -4.1% | +16.7% | +14.1% |
| 6M | +10.5% | -4.6% | +15.1% | +12.0% |
| YTD | +20.2% | +7.0% | +13.2% | +16.9% |
| 1Y | +24.1% | +8.3% | +15.8% | +20.1% |
| 3Y | -3.6% | +51.0% | -54.6% | -17.5% |
| 5Y | -20.9% | +30.2% | -51.0% | -29.4% |
| 10Y | +35.8% | +143.6% | -107.8% | -3.3% |
| All | +3,280.0% | +3,155.8% | +124.1% | +938.8% |
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