+3,439.0%
PFE vs LNT
+3,435.0%
+4.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | +5.3% | +12.1% | -6.7% | +1.3% |
| 3M | +10.1% | +8.2% | +1.9% | +7.1% |
| 6M | +18.0% | +3.6% | +14.4% | +16.3% |
| YTD | +25.8% | +16.2% | +9.6% | +18.9% |
| 1Y | +28.4% | +12.8% | +15.6% | +22.7% |
| 3Y | +20.9% | +66.5% | -45.6% | +0.2% |
| 5Y | -21.5% | +53.8% | -75.3% | -33.9% |
| 10Y | +46.2% | +182.5% | -136.3% | -0.7% |
| All | +3,439.0% | +3,435.0% | +4.0% | +956.8% |
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