+169.5%
PR vs LNT
+160.1%
+9.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | -3.2% | +21.2% | +17.8% |
| 3M | +16.9% | -4.1% | +20.9% | +16.6% |
| 6M | +28.2% | -4.6% | +32.8% | +27.9% |
| YTD | +69.3% | +7.0% | +62.3% | +70.3% |
| 1Y | +69.5% | +8.3% | +61.2% | +70.7% |
| 3Y | +81.7% | +51.0% | +30.7% | +89.7% |
| 5Y | +422.2% | +30.2% | +392.1% | +434.2% |
| 10Y | +110.4% | +143.6% | -33.2% | +185.7% |
| All | +169.5% | +160.1% | +9.4% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling