+128.5%
TLT vs LNT
+2,073.8%
-1,945.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.7% | +11.6% | -7.9% | +4.2% |
| 3M | -0.8% | +8.2% | -8.9% | -0.4% |
| 6M | -3.6% | +3.1% | -6.7% | -3.4% |
| YTD | -3.9% | +16.8% | -20.7% | -3.2% |
| 1Y | -6.2% | +11.6% | -17.8% | -5.7% |
| 3Y | +4.2% | +67.4% | -63.2% | +7.3% |
| 5Y | -34.7% | +56.8% | -91.4% | -32.8% |
| 10Y | -11.8% | +185.0% | -196.8% | -2.5% |
| All | +128.5% | +2,073.8% | -1,945.2% | +222.5% |
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