+84.5%
PR vs LNT
+186.9%
-102.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.3% |
| 7D | +6.0% | +1.0% | +4.9% | +6.1% |
| 30D | -4.2% | +9.6% | -13.8% | -3.5% |
| 3M | +10.0% | +5.4% | +4.6% | +10.4% |
| 6M | +15.6% | +3.1% | +12.5% | +16.0% |
| YTD | +68.2% | +16.5% | +51.7% | +70.3% |
| 1Y | +79.2% | +12.3% | +66.9% | +81.0% |
| 3Y | +94.9% | +70.3% | +24.6% | +106.0% |
| 5Y | +272.8% | +56.4% | +216.4% | +294.2% |
| All | +84.5% | +186.9% | -102.4% | +187.9% |
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