+670.1%
TEL vs LNT
+584.6%
+85.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.3% |
| 7D | -1.4% | +1.0% | -2.5% | -2.0% |
| 30D | -4.9% | -1.1% | -3.8% | -4.4% |
| 3M | +0.1% | -3.6% | +3.7% | +1.6% |
| 6M | +0.4% | -2.7% | +3.0% | +1.0% |
| YTD | -8.9% | +8.0% | -16.9% | -13.7% |
| 1Y | -0.3% | +10.5% | -10.8% | -7.0% |
| 3Y | +67.6% | +49.6% | +18.1% | +28.0% |
| 5Y | +50.7% | +32.2% | +18.5% | +21.2% |
| 10Y | +288.6% | +141.8% | +146.9% | +97.3% |
| All | +670.1% | +584.6% | +85.5% | +44.3% |
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 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