+210.9%
PM vs LNT
+148.3%
+62.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +4.7% | -1.0% | +5.7% | +5.2% |
| 30D | +2.6% | -4.2% | +6.9% | +4.8% |
| 3M | +6.6% | -6.7% | +13.2% | +10.1% |
| 6M | +16.5% | -3.6% | +20.1% | +18.5% |
| YTD | +21.2% | +5.9% | +15.3% | +17.8% |
| 1Y | +17.9% | +7.3% | +10.7% | +13.9% |
| 3Y | +129.8% | +46.5% | +83.3% | +89.8% |
| 5Y | +133.0% | +32.5% | +100.6% | +98.7% |
| All | +210.9% | +148.3% | +62.6% | +94.2% |
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