+277.2%
TER vs LNT
+50.4%
+226.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.3% |
| 7D | +11.0% | +1.0% | +9.9% | +11.0% |
| 30D | -1.9% | -1.1% | -0.8% | -2.0% |
| 3M | -0.7% | -3.6% | +2.9% | -1.5% |
| 6M | +36.4% | -2.7% | +39.0% | +35.1% |
| YTD | +92.4% | +8.0% | +84.4% | +90.3% |
| 1Y | +213.5% | +10.5% | +203.1% | +209.5% |
| 3Y | +277.2% | +49.6% | +227.7% | +262.8% |
| All | +277.2% | +50.4% | +226.8% | +262.8% |
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