+255.5%
PR vs LNT
+54.8%
+200.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.6% | +11.6% | -16.2% | -6.5% |
| 3M | +4.7% | +8.2% | -3.5% | +3.1% |
| 6M | +12.4% | +3.1% | +9.3% | +11.6% |
| YTD | +62.9% | +16.8% | +46.1% | +57.3% |
| 1Y | +70.6% | +11.6% | +59.0% | +66.2% |
| 3Y | +90.0% | +67.4% | +22.6% | +68.3% |
| 5Y | +255.5% | +56.8% | +198.8% | +215.1% |
| All | +255.5% | +54.8% | +200.7% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling