+75.8%
PR vs LNT
+12.2%
+63.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +1.9% |
| 7D | -16.4% | +1.4% | -17.8% | -16.4% |
| 30D | -1.9% | +12.3% | -14.2% | -2.6% |
| 3M | +8.0% | +5.3% | +2.6% | +7.5% |
| 6M | +4.1% | +2.0% | +2.1% | +4.2% |
| YTD | +58.7% | +15.3% | +43.4% | +47.8% |
| 1Y | +75.8% | +12.3% | +63.5% | +65.6% |
| All | +75.8% | +12.2% | +63.6% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling