+124.3%
TDG vs LNT
+31.4%
+92.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -1.0% | -0.8% | -1.5% |
| 30D | -7.7% | -4.2% | -3.5% | -6.4% |
| 3M | -9.3% | -6.7% | -2.6% | -7.4% |
| 6M | -9.4% | -3.6% | -5.8% | -8.5% |
| YTD | -14.3% | +5.9% | -20.1% | -16.3% |
| 1Y | -11.8% | +7.3% | -19.1% | -14.4% |
| 3Y | +52.0% | +46.5% | +5.5% | +31.1% |
| All | +124.3% | +31.4% | +92.9% | +101.9% |
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