+695.9%
PH vs LNT
+186.9%
+509.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | +0.1% | +9.6% | -9.5% | -4.2% |
| 3M | -9.4% | +5.4% | -14.8% | -11.7% |
| 6M | +8.8% | +3.1% | +5.6% | +6.7% |
| YTD | +9.6% | +16.5% | -6.9% | +1.3% |
| 1Y | +14.4% | +12.3% | +2.1% | +7.5% |
| 3Y | +134.5% | +70.3% | +64.2% | +77.3% |
| 5Y | +204.4% | +56.4% | +148.0% | +135.0% |
| All | +695.9% | +186.9% | +509.0% | +461.0% |
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