-5.2%
ROP vs LNT
+67.4%
-72.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +28.8% | +9.6% | +19.2% | +26.4% |
| 3M | +21.1% | +5.4% | +15.7% | +19.6% |
| 6M | +52.5% | +3.1% | +49.4% | +51.3% |
| YTD | +8.9% | +16.5% | -7.6% | +4.5% |
| 1Y | +8.2% | +12.3% | -4.1% | +5.0% |
| 3Y | -5.2% | +70.3% | -75.5% | -18.1% |
| All | -5.2% | +67.4% | -72.5% | -18.1% |
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 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