+231.7%
RF vs LNT
+184.1%
+47.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +4.6% | +11.6% | -7.0% | -0.7% |
| 3M | -8.4% | +8.2% | -16.6% | -11.9% |
| 6M | +8.9% | +3.1% | +5.7% | +6.9% |
| YTD | +8.8% | +16.8% | -8.0% | +0.3% |
| 1Y | +18.9% | +11.6% | +7.3% | +11.9% |
| 3Y | +116.0% | +67.4% | +48.6% | +64.7% |
| 5Y | +46.0% | +56.8% | -10.7% | +12.6% |
| 10Y | +231.7% | +185.0% | +46.7% | +175.8% |
| All | +231.7% | +184.1% | +47.7% | +175.8% |
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