-19.9%
TLT vs LNT
+150.5%
-170.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | 0.0% | -0.5% | +0.5% | 0.0% |
| 3M | -2.9% | -5.5% | +2.6% | -2.6% |
| 6M | -6.3% | -3.8% | -2.5% | -6.1% |
| YTD | -3.3% | +6.8% | -10.2% | -3.7% |
| 1Y | -4.2% | +9.3% | -13.5% | -4.7% |
| 3Y | -1.7% | +47.9% | -49.6% | -3.2% |
| 5Y | -34.9% | +31.6% | -66.5% | -36.0% |
| All | -19.9% | +150.5% | -170.4% | -27.6% |
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