+77.9%
TEM vs LNT
+60.2%
+17.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.8% |
| 7D | -5.9% | +1.0% | -6.9% | -6.1% |
| 30D | +4.8% | +9.6% | -4.8% | +2.1% |
| 3M | +31.9% | +5.4% | +26.5% | +30.5% |
| 6M | +56.0% | +3.1% | +52.9% | +54.7% |
| YTD | +21.3% | +16.5% | +4.8% | +9.8% |
| 1Y | +5.4% | +12.3% | -6.9% | -1.9% |
| All | +77.9% | +60.2% | +17.7% | +24.2% |
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