-53.1%
TE vs LNT
+52.3%
-105.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +0.2% | -1.0% | +1.3% | +0.3% |
| 30D | -5.9% | -4.2% | -1.7% | -5.5% |
| 3M | -45.6% | -6.7% | -38.9% | -45.4% |
| 6M | -43.4% | -3.6% | -39.8% | -43.5% |
| YTD | -31.0% | +5.9% | -36.9% | -32.2% |
| 1Y | +145.2% | +7.3% | +138.0% | +140.1% |
| 3Y | -24.1% | +46.5% | -70.5% | -29.9% |
| 5Y | -48.1% | +32.5% | -80.6% | -51.8% |
| All | -53.1% | +52.3% | -105.3% | -56.3% |
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