+158.8%
PGR vs LNT
+31.4%
+127.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | +4.9% | -4.2% | +9.2% | +6.8% |
| 3M | +7.6% | -6.7% | +14.3% | +10.8% |
| 6M | +8.3% | -3.6% | +11.8% | +9.8% |
| YTD | +1.7% | +5.9% | -4.1% | -0.7% |
| 1Y | -6.8% | +7.3% | -14.1% | -9.7% |
| 3Y | +73.4% | +46.5% | +27.0% | +49.2% |
| All | +158.8% | +31.4% | +127.4% | +131.2% |
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