+39.5%
PL vs LNT
+56.2%
-16.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | +10.0% | +1.0% | +9.0% | +9.8% |
| 30D | -2.3% | +9.6% | -11.9% | -4.4% |
| 3M | -44.2% | +5.4% | -49.6% | -44.9% |
| 6M | -66.1% | +3.1% | -69.2% | -66.5% |
| YTD | -30.0% | +16.5% | -46.4% | -33.8% |
| 1Y | +21.0% | +12.3% | +8.7% | +15.8% |
| 3Y | +516.5% | +70.3% | +446.2% | +409.4% |
| 5Y | +32.0% | +56.4% | -24.4% | +11.3% |
| All | +39.5% | +56.2% | -16.7% | +17.4% |
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