+84.6%
TGT vs LNT
+8.1%
+76.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.2% | -3.2% | +15.4% | +13.1% |
| 3M | +33.8% | -4.1% | +37.9% | +34.9% |
| 6M | +39.3% | -4.6% | +43.9% | +40.8% |
| YTD | +72.9% | +7.0% | +65.9% | +67.2% |
| 1Y | +84.6% | +8.3% | +76.3% | +78.0% |
| All | +84.6% | +8.1% | +76.5% | +78.0% |
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