-8.4%
T vs LNT
+8.3%
-16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | +4.3% | -1.9% | +6.2% | +5.0% |
| 3M | +11.6% | -7.2% | +18.7% | +15.1% |
| 6M | -5.6% | -3.9% | -1.7% | -3.5% |
| YTD | +6.6% | +5.9% | +0.7% | +7.1% |
| 1Y | -8.4% | +8.4% | -16.7% | -7.0% |
| All | -8.4% | +8.3% | -16.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling