+2,090.1%
PPL vs LNT
+3,155.8%
-1,065.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +0.5% | -3.2% | +3.6% | +2.5% |
| 3M | +0.7% | -4.1% | +4.7% | +3.4% |
| 6M | -7.6% | -4.6% | -3.0% | -4.9% |
| YTD | +1.8% | +7.0% | -5.2% | -2.6% |
| 1Y | -0.8% | +8.3% | -9.0% | -5.7% |
| 3Y | +56.9% | +51.0% | +5.9% | +20.5% |
| 5Y | +39.5% | +30.2% | +9.4% | +16.9% |
| 10Y | +55.4% | +143.6% | -88.2% | -9.1% |
| All | +2,090.1% | +3,155.8% | -1,065.7% | +312.1% |
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