+191.2%
TER vs LNT
+67.4%
+123.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.3% |
| 7D | +14.4% | +1.0% | +13.3% | +14.5% |
| 30D | -30.6% | +9.6% | -40.2% | -29.5% |
| 3M | -39.2% | +5.4% | -44.6% | -38.5% |
| 6M | -31.3% | +3.1% | -34.4% | -31.0% |
| YTD | +29.1% | +16.5% | +12.6% | +29.7% |
| 1Y | +47.4% | +12.3% | +35.1% | +48.1% |
| 3Y | +191.2% | +70.3% | +120.9% | +177.1% |
| All | +191.2% | +67.4% | +123.9% | +177.1% |
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 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