+160.1%
PM vs LNT
+54.8%
+105.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -2.8% | +11.6% | -14.4% | -7.3% |
| 3M | +6.3% | +8.2% | -1.8% | +2.7% |
| 6M | +9.6% | +3.1% | +6.5% | +8.1% |
| YTD | +25.6% | +16.8% | +8.8% | +17.5% |
| 1Y | +29.7% | +11.6% | +18.0% | +23.6% |
| 3Y | +147.6% | +67.4% | +80.2% | +100.0% |
| 5Y | +160.1% | +56.8% | +103.4% | +112.8% |
| All | +160.1% | +54.8% | +105.3% | +112.8% |
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 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