-19.1%
TE vs LNT
+48.2%
-67.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | -7.5% | -0.5% | -7.0% | -7.5% |
| 3M | -42.0% | -5.5% | -36.4% | -42.2% |
| 6M | -31.4% | -3.8% | -27.6% | -32.2% |
| YTD | -26.5% | +6.8% | -33.3% | -29.8% |
| 1Y | +153.1% | +9.3% | +143.8% | +139.5% |
| All | -19.1% | +48.2% | -67.3% | -39.3% |
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