+70.3%
PR vs LNT
+174.3%
-104.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -9.5% | +1.6% | -11.1% | -9.4% |
| 30D | -5.7% | +12.1% | -17.8% | -4.8% |
| 3M | +3.0% | +8.2% | -5.2% | +3.6% |
| 6M | +11.8% | +3.6% | +8.2% | +12.2% |
| YTD | +58.5% | +16.2% | +42.3% | +60.5% |
| 1Y | +69.9% | +12.8% | +57.1% | +71.6% |
| 3Y | +84.9% | +66.5% | +18.4% | +94.9% |
| 5Y | +246.4% | +53.8% | +192.6% | +264.8% |
| 10Y | +70.3% | +182.5% | -112.2% | +164.5% |
| All | +70.3% | +174.3% | -104.0% | +164.5% |
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