+824.1%
PODD vs LNT
+512.4%
+311.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +10.7% | -3.2% | +13.8% | +12.4% |
| 3M | +0.7% | -4.1% | +4.8% | +3.0% |
| 6M | -39.3% | -4.6% | -34.7% | -37.9% |
| YTD | -48.1% | +7.0% | -55.1% | -50.1% |
| 1Y | -57.4% | +8.3% | -65.7% | -59.4% |
| 3Y | -23.3% | +51.0% | -74.3% | -39.7% |
| 5Y | -51.3% | +30.2% | -81.4% | -59.0% |
| 10Y | +242.0% | +143.6% | +98.4% | +80.3% |
| All | +824.1% | +512.4% | +311.6% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling