+273.7%
RMD vs LNT
+148.3%
+125.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -4.2% | -1.1% | -3.1% | -3.7% |
| 30D | -2.1% | -1.9% | -0.1% | -1.2% |
| 3M | +13.8% | -7.2% | +20.9% | +17.7% |
| 6M | -10.6% | -3.9% | -6.7% | -9.3% |
| YTD | -8.1% | +5.9% | -14.0% | -11.3% |
| 1Y | -18.0% | +8.4% | -26.3% | -21.8% |
| 3Y | +52.9% | +46.6% | +6.3% | +22.8% |
| 5Y | -22.3% | +32.4% | -54.7% | -35.2% |
| All | +273.7% | +148.3% | +125.4% | +140.4% |
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 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