+81.7%
SPY vs LNT
+31.1%
+50.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | +3.7% | -5.5% | +9.2% | +5.0% |
| 6M | +13.0% | -3.8% | +16.8% | +13.7% |
| YTD | +12.4% | +6.8% | +5.6% | +9.6% |
| 1Y | +18.5% | +9.3% | +9.2% | +14.7% |
| 3Y | +77.6% | +47.9% | +29.7% | +54.3% |
| 5Y | +81.7% | +31.6% | +50.1% | +62.6% |
| All | +81.7% | +31.1% | +50.6% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling