+537.0%
TDG vs LNT
+148.3%
+388.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -1.0% | -0.8% | -1.4% |
| 30D | -7.7% | -4.2% | -3.5% | -5.9% |
| 3M | -9.3% | -6.7% | -2.6% | -6.6% |
| 6M | -9.4% | -3.6% | -5.8% | -8.2% |
| YTD | -14.3% | +5.9% | -20.1% | -17.0% |
| 1Y | -11.8% | +7.3% | -19.1% | -15.3% |
| 3Y | +52.0% | +46.5% | +5.5% | +23.7% |
| 5Y | +128.8% | +32.5% | +96.4% | +93.2% |
| All | +537.0% | +148.3% | +388.6% | +334.1% |
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