+131.2%
TLT vs LNT
+1,891.7%
-1,760.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | -3.2% | +2.6% | -0.7% |
| 3M | -2.7% | -4.1% | +1.3% | -2.9% |
| 6M | -5.6% | -4.6% | -1.1% | -5.8% |
| YTD | -2.8% | +7.0% | -9.8% | -2.4% |
| 1Y | -1.4% | +8.3% | -9.7% | -1.0% |
| 3Y | -1.6% | +51.0% | -52.6% | +0.9% |
| 5Y | -33.8% | +30.2% | -64.0% | -32.8% |
| 10Y | -21.1% | +143.6% | -164.7% | -13.8% |
| All | +131.2% | +1,891.7% | -1,760.5% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling