+562.3%
SE vs LNT
+103.7%
+458.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | -18.1% | -1.9% | -16.2% | -17.7% |
| 3M | +30.6% | -7.2% | +37.8% | +33.0% |
| 6M | +20.8% | -3.9% | +24.7% | +21.5% |
| YTD | -15.6% | +5.9% | -21.5% | -17.7% |
| 1Y | -44.2% | +8.4% | -52.6% | -46.1% |
| 3Y | +181.5% | +46.6% | +134.9% | +144.2% |
| 5Y | -66.9% | +32.4% | -99.4% | -70.7% |
| All | +562.3% | +103.7% | +458.6% | +356.5% |
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 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