+203.6%
TGT vs LNT
+148.3%
+55.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -1.0% | -4.2% | -4.9% |
| 30D | +1.2% | -4.2% | +5.4% | +2.7% |
| 3M | +18.4% | -6.7% | +25.1% | +21.1% |
| 6M | +33.4% | -3.6% | +37.0% | +34.8% |
| YTD | +63.8% | +5.9% | +57.9% | +59.9% |
| 1Y | +77.2% | +7.3% | +69.9% | +72.1% |
| 3Y | +41.8% | +46.5% | -4.7% | +22.2% |
| 5Y | -25.5% | +32.5% | -58.0% | -34.1% |
| All | +203.6% | +148.3% | +55.3% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling