+69.9%
PR vs LNT
+58.9%
+10.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.8% |
| 7D | -16.5% | +4.7% | -21.2% | -16.9% |
| 30D | -4.5% | +13.0% | -17.5% | -5.8% |
| 3M | +8.5% | +5.4% | +3.1% | +7.9% |
| 6M | -3.3% | +2.0% | -5.4% | -3.6% |
| YTD | +55.7% | +16.5% | +39.2% | +51.9% |
| 1Y | +82.0% | +13.3% | +68.8% | +78.2% |
| All | +69.9% | +58.9% | +10.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling