+209.8%
RSP vs LNT
+140.9%
+68.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.5% | -0.5% | -2.0% | -2.4% |
| 3M | +3.0% | -5.5% | +8.5% | +5.4% |
| 6M | +8.9% | -3.8% | +12.7% | +10.2% |
| YTD | +13.0% | +6.8% | +6.1% | +9.0% |
| 1Y | +16.2% | +9.3% | +6.9% | +10.8% |
| 3Y | +52.7% | +47.9% | +4.8% | +25.1% |
| 5Y | +50.5% | +31.6% | +18.9% | +28.5% |
| 10Y | +209.8% | +150.1% | +59.7% | +116.6% |
| All | +209.8% | +140.9% | +68.9% | +116.6% |
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