+9.1%
TE vs LNT
+67.4%
-58.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.0% |
| 7D | -19.1% | +1.0% | -20.1% | -19.0% |
| 30D | -34.1% | +9.6% | -43.7% | -33.9% |
| 3M | -60.1% | +5.4% | -65.5% | -60.1% |
| 6M | -66.0% | +3.1% | -69.1% | -66.2% |
| YTD | -71.4% | +16.5% | -87.9% | -72.3% |
| 1Y | -45.3% | +12.3% | -57.6% | -46.6% |
| 3Y | +9.1% | +70.3% | -61.2% | -16.3% |
| All | +9.1% | +67.4% | -58.2% | -16.3% |
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 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