+376.3%
PSX vs LNT
+148.3%
+228.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +15.8% | -1.9% | +17.8% | +16.6% |
| 3M | +43.0% | -7.2% | +50.2% | +46.7% |
| 6M | +61.1% | -3.9% | +65.0% | +62.6% |
| YTD | +104.5% | +5.9% | +98.7% | +98.5% |
| 1Y | +102.5% | +8.4% | +94.2% | +94.4% |
| 3Y | +133.5% | +46.6% | +86.9% | +96.4% |
| 5Y | +367.0% | +32.4% | +334.5% | +302.5% |
| All | +376.3% | +148.3% | +228.0% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling