+340.4%
RF vs LNT
+140.0%
+200.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -3.6% | -3.2% | -0.4% | -2.2% |
| 3M | +8.1% | -4.1% | +12.2% | +9.9% |
| 6M | +11.5% | -4.6% | +16.0% | +13.4% |
| YTD | +15.6% | +7.0% | +8.6% | +11.3% |
| 1Y | +15.7% | +8.3% | +7.4% | +10.6% |
| 3Y | +86.9% | +51.0% | +35.9% | +51.4% |
| 5Y | +89.8% | +30.2% | +59.7% | +61.8% |
| All | +340.4% | +140.0% | +200.4% | +273.7% |
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