+108.2%
T vs LNT
+50.4%
+57.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | -1.5% | +1.0% | -2.6% | -2.0% |
| 30D | +7.6% | -1.1% | +8.7% | +8.1% |
| 3M | +15.3% | -3.6% | +18.9% | +17.4% |
| 6M | -8.5% | -2.7% | -5.8% | -7.4% |
| YTD | +6.8% | +8.0% | -1.2% | +2.5% |
| 1Y | -7.2% | +10.5% | -17.7% | -12.2% |
| 3Y | +108.2% | +49.6% | +58.7% | +70.4% |
| All | +108.2% | +50.4% | +57.8% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling