+213.6%
RF vs LNT
+186.9%
+26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +7.3% | +9.6% | -2.3% | +2.8% |
| 3M | -7.9% | +5.4% | -13.3% | -10.3% |
| 6M | +10.5% | +3.1% | +7.4% | +8.6% |
| YTD | +9.6% | +16.5% | -6.8% | +1.2% |
| 1Y | +20.3% | +12.3% | +8.0% | +12.9% |
| 3Y | +119.5% | +70.3% | +49.2% | +66.0% |
| 5Y | +48.2% | +56.4% | -8.2% | +14.5% |
| All | +213.6% | +186.9% | +26.7% | +162.3% |
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