+26.8%
PL vs LNT
+54.6%
-27.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +10.6% |
| 7D | -6.8% | +1.4% | -8.3% | -7.2% |
| 30D | -29.3% | +12.3% | -41.6% | -31.4% |
| 3M | -44.8% | +5.3% | -50.1% | -45.5% |
| 6M | -68.4% | +2.0% | -70.4% | -68.7% |
| YTD | -36.4% | +15.3% | -51.6% | -39.7% |
| 1Y | +0.7% | +12.3% | -11.6% | -3.8% |
| 3Y | +455.3% | +59.1% | +396.2% | +365.6% |
| 5Y | +22.7% | +51.7% | -29.0% | +3.5% |
| All | +26.8% | +54.6% | -27.8% | +6.9% |
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