+42,231.2%
PGR vs LNT
+3,121.8%
+39,109.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 6M | +8.3% | -3.6% | +11.8% | +9.7% |
| YTD | +1.7% | +5.9% | -4.1% | -0.9% |
| 1Y | -6.8% | +7.3% | -14.1% | -9.8% |
| 3Y | +73.4% | +46.5% | +27.0% | +46.8% |
| 5Y | +161.2% | +32.5% | +128.8% | +128.0% |
| 10Y | +819.5% | +147.9% | +671.6% | +510.4% |
| All | +42,231.2% | +3,121.8% | +39,109.4% | +11,762.5% |
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