-12.2%
TLT vs LNT
+185.4%
-197.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.2% | +9.9% | -7.8% | +1.7% |
| 3M | -1.7% | +4.8% | -6.5% | -2.0% |
| 6M | -4.0% | +2.2% | -6.1% | -4.1% |
| YTD | -4.9% | +15.9% | -20.8% | -5.7% |
| 1Y | -7.4% | +10.6% | -17.9% | -7.9% |
| 3Y | +3.0% | +66.1% | -63.0% | +1.2% |
| 5Y | -35.1% | +55.6% | -90.7% | -36.0% |
| All | -12.2% | +185.4% | -197.6% | -21.8% |
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 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