+57.6%
PPL vs LNT
+140.9%
-83.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -1.3% | -0.5% | -0.7% | -0.9% |
| 3M | -2.6% | -5.5% | +2.9% | +2.0% |
| 6M | -8.4% | -3.8% | -4.6% | -5.7% |
| YTD | +0.2% | +6.8% | -6.6% | -5.4% |
| 1Y | -0.2% | +9.3% | -9.5% | -7.6% |
| 3Y | +52.9% | +47.9% | +5.0% | +9.3% |
| 5Y | +36.8% | +31.6% | +5.2% | +6.2% |
| 10Y | +57.6% | +150.1% | -92.6% | -28.2% |
| All | +57.6% | +140.9% | -83.4% | -28.2% |
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