-48.5%
TE vs LNT
+55.4%
-103.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.9% |
| 7D | +18.2% | +1.0% | +17.2% | +18.1% |
| 30D | -13.5% | -1.1% | -12.4% | -13.4% |
| 3M | -44.6% | -3.6% | -41.0% | -44.6% |
| 6M | -24.7% | -2.7% | -22.0% | -24.9% |
| YTD | -24.3% | +8.0% | -32.3% | -25.8% |
| 1Y | +155.6% | +10.5% | +145.1% | +149.4% |
| 3Y | -18.3% | +49.6% | -67.8% | -24.7% |
| 5Y | -41.3% | +32.2% | -73.5% | -45.6% |
| All | -48.5% | +55.4% | -103.8% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling