+84.9%
PR vs LNT
+65.0%
+19.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -9.5% | +1.6% | -11.1% | -9.6% |
| 30D | -5.7% | +12.1% | -17.8% | -6.8% |
| 3M | +3.0% | +8.2% | -5.2% | +2.1% |
| 6M | +11.8% | +3.6% | +8.2% | +11.3% |
| YTD | +58.5% | +16.2% | +42.3% | +54.9% |
| 1Y | +69.9% | +12.8% | +57.1% | +66.7% |
| 3Y | +84.9% | +66.5% | +18.4% | +76.9% |
| All | +84.9% | +65.0% | +19.9% | +76.9% |
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 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