+44.8%
PL vs LNT
+56.6%
-11.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +13.4% | -0.2% | +13.6% | +13.4% |
| 30D | -10.2% | +11.6% | -21.8% | -12.6% |
| 3M | -39.5% | +8.2% | -47.7% | -40.7% |
| 6M | -65.7% | +3.1% | -68.9% | -66.2% |
| YTD | -27.3% | +16.8% | -44.1% | -31.3% |
| 1Y | +15.0% | +11.6% | +3.4% | +10.3% |
| 3Y | +560.8% | +67.4% | +493.5% | +447.9% |
| 5Y | +38.4% | +56.8% | -18.3% | +16.6% |
| All | +44.8% | +56.6% | -11.7% | +21.8% |
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