-24.8%
TEM vs LNT
+8.3%
-33.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.4% |
| 7D | -9.2% | -1.1% | -8.1% | -9.5% |
| 30D | +5.5% | -1.9% | +7.4% | +4.8% |
| 3M | +18.7% | -7.2% | +25.9% | +17.0% |
| 6M | +15.4% | -3.9% | +19.3% | +14.6% |
| YTD | -0.5% | +5.9% | -6.4% | -2.3% |
| 1Y | -24.8% | +8.4% | -33.2% | -22.0% |
| All | -24.8% | +8.3% | -33.2% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling