+102.5%
TNA vs LNT
+46.9%
+55.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.3% |
| 7D | -7.6% | -1.1% | -6.5% | -6.7% |
| 30D | -13.6% | -1.9% | -11.7% | -12.2% |
| 3M | +2.8% | -7.2% | +10.0% | +8.6% |
| 6M | +34.5% | -3.9% | +38.4% | +36.6% |
| YTD | +41.0% | +5.9% | +35.2% | +28.5% |
| 1Y | +52.0% | +8.4% | +43.7% | +34.8% |
| All | +102.5% | +46.9% | +55.6% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling