+108.5%
RF vs LNT
+57.3%
+51.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +6.0% | +12.3% | -6.3% | +1.5% |
| 3M | -8.9% | +5.3% | -14.2% | -10.7% |
| 6M | +2.3% | +2.0% | +0.3% | +1.3% |
| YTD | +7.6% | +15.3% | -7.7% | +0.7% |
| 1Y | +21.2% | +12.3% | +8.9% | +14.7% |
| 3Y | +108.5% | +59.1% | +49.4% | +57.4% |
| All | +108.5% | +57.3% | +51.3% | +57.4% |
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