+1,435.1%
RF vs LNT
+3,445.6%
-2,010.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +7.0% | +12.4% | -5.4% | +0.8% |
| 3M | -7.0% | +6.7% | -13.7% | -10.2% |
| 6M | +6.8% | +3.9% | +2.8% | +4.3% |
| YTD | +9.9% | +16.5% | -6.6% | +0.8% |
| 1Y | +21.1% | +12.5% | +8.6% | +13.0% |
| 3Y | +119.6% | +66.9% | +52.8% | +65.6% |
| 5Y | +46.2% | +56.1% | -9.9% | +11.9% |
| 10Y | +261.5% | +173.2% | +88.3% | +102.4% |
| All | +1,435.1% | +3,445.6% | -2,010.5% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling