+242.7%
PWR vs LNT
+67.4%
+175.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +11.3% | +1.0% | +10.3% | +11.2% |
| 30D | -8.9% | +9.6% | -18.5% | -9.6% |
| 3M | -10.5% | +5.4% | -15.9% | -11.0% |
| 6M | -22.2% | +3.1% | -25.3% | -22.6% |
| YTD | +42.7% | +16.5% | +26.3% | +41.0% |
| 1Y | +41.1% | +12.3% | +28.8% | +39.7% |
| 3Y | +242.7% | +70.3% | +172.4% | +224.8% |
| All | +242.7% | +67.4% | +175.4% | +224.8% |
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 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