-25.1%
TGT vs LNT
+31.4%
-56.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | +1.2% | -4.2% | +5.4% | +2.9% |
| 3M | +18.4% | -6.7% | +25.1% | +21.4% |
| 6M | +33.4% | -3.6% | +37.0% | +34.9% |
| YTD | +63.8% | +5.9% | +57.9% | +59.2% |
| 1Y | +77.2% | +7.3% | +69.9% | +71.2% |
| 3Y | +41.8% | +46.5% | -4.7% | +18.5% |
| All | -25.1% | +31.4% | -56.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling