+2,521.4%
PWR vs LNT
+148.3%
+2,373.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.2% | -1.0% | +5.2% | +4.6% |
| 30D | -4.0% | -4.2% | +0.2% | -2.5% |
| 3M | -4.8% | -6.7% | +1.9% | -2.7% |
| 6M | +14.6% | -3.6% | +18.2% | +15.7% |
| YTD | +54.2% | +5.9% | +48.4% | +50.5% |
| 1Y | +67.1% | +7.3% | +59.9% | +62.1% |
| 3Y | +218.5% | +46.5% | +172.0% | +169.0% |
| 5Y | +466.3% | +32.5% | +433.8% | +392.7% |
| All | +2,521.4% | +148.3% | +2,373.1% | +1,975.2% |
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