+64.2%
T vs LNT
+31.1%
+33.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +4.6% | -0.5% | +5.1% | +4.8% |
| 3M | +12.2% | -5.5% | +17.7% | +15.2% |
| 6M | -6.5% | -3.8% | -2.7% | -4.9% |
| YTD | +4.9% | +6.8% | -1.9% | +1.5% |
| 1Y | -10.5% | +9.3% | -19.8% | -14.4% |
| 3Y | +104.6% | +47.9% | +56.7% | +70.6% |
| 5Y | +64.2% | +31.6% | +32.6% | +39.7% |
| All | +64.2% | +31.1% | +33.1% | +39.7% |
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