+62.5%
T vs LNT
+186.9%
-124.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.0% |
| 30D | -3.8% | +9.6% | -13.4% | -7.8% |
| 3M | -8.7% | +5.4% | -14.1% | -11.1% |
| 6M | -8.1% | +3.1% | -11.2% | -9.6% |
| YTD | -6.4% | +16.5% | -22.9% | -13.2% |
| 1Y | -9.8% | +12.3% | -22.1% | -14.9% |
| 3Y | +65.5% | +70.3% | -4.8% | +27.8% |
| 5Y | +57.0% | +56.4% | +0.5% | +24.3% |
| All | +62.5% | +186.9% | -124.4% | +3.3% |
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