+125.1%
PM vs LNT
+35.5%
+89.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -2.6% | -1.1% | -1.5% | -2.1% |
| 3M | +5.8% | -3.6% | +9.4% | +7.5% |
| 6M | +10.6% | -2.7% | +13.2% | +11.8% |
| YTD | +17.2% | +8.0% | +9.2% | +13.5% |
| 1Y | +17.6% | +10.5% | +7.2% | +12.8% |
| 3Y | +124.3% | +49.6% | +74.7% | +89.7% |
| 5Y | +125.1% | +32.2% | +92.8% | +99.0% |
| All | +125.1% | +35.5% | +89.6% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling