-12.6%
TLT vs LNT
+186.9%
-199.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +1.0% | +9.6% | -8.6% | +0.6% |
| 3M | -2.7% | +5.4% | -8.1% | -3.0% |
| 6M | -4.1% | +3.1% | -7.3% | -4.4% |
| YTD | -5.4% | +16.5% | -21.8% | -6.1% |
| 1Y | -7.0% | +12.3% | -19.3% | -7.6% |
| 3Y | +2.8% | +70.3% | -67.5% | +1.0% |
| 5Y | -35.4% | +56.4% | -91.8% | -36.3% |
| All | -12.6% | +186.9% | -199.5% | -22.2% |
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