+129.7%
ROP vs LNT
+148.3%
-18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -8.0% | -1.1% | -6.9% | -7.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.0% |
| 3M | +16.6% | -7.2% | +23.8% | +20.0% |
| 6M | +10.4% | -3.9% | +14.3% | +11.6% |
| YTD | -12.1% | +5.9% | -17.9% | -15.0% |
| 1Y | -23.6% | +8.4% | -32.0% | -27.0% |
| 3Y | -19.3% | +46.6% | -65.9% | -33.5% |
| 5Y | -15.4% | +32.4% | -47.8% | -27.6% |
| All | +129.7% | +148.3% | -18.6% | +65.1% |
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