+797.8%
PH vs LNT
+148.3%
+649.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | -1.0% | -0.2% | -0.8% |
| 30D | -11.0% | -4.2% | -6.7% | -9.2% |
| 3M | +5.5% | -6.7% | +12.2% | +8.6% |
| 6M | +1.5% | -3.6% | +5.0% | +2.6% |
| YTD | +8.8% | +5.9% | +2.9% | +5.3% |
| 1Y | +24.5% | +7.3% | +17.2% | +19.7% |
| 3Y | +141.2% | +46.5% | +94.7% | +97.2% |
| 5Y | +256.3% | +32.5% | +223.8% | +200.8% |
| All | +797.8% | +148.3% | +649.5% | +563.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling