+309.3%
TEL vs LNT
+148.3%
+161.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -1.0% | +2.6% | +2.0% |
| 30D | -0.7% | -4.2% | +3.6% | +0.9% |
| 3M | +2.4% | -6.7% | +9.1% | +4.6% |
| 6M | +4.1% | -3.6% | +7.7% | +4.9% |
| YTD | -5.8% | +5.9% | -11.7% | -8.5% |
| 1Y | +0.9% | +7.3% | -6.4% | -2.6% |
| 3Y | +72.6% | +46.5% | +26.1% | +44.9% |
| 5Y | +57.5% | +32.5% | +25.1% | +36.2% |
| All | +309.3% | +148.3% | +161.0% | +207.0% |
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