-23.0%
TNA vs LNT
+31.4%
-54.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -1.0% | -6.2% | -6.3% |
| 30D | -14.2% | -4.2% | -9.9% | -10.6% |
| 3M | -4.6% | -6.7% | +2.1% | +1.0% |
| 6M | +36.9% | -3.6% | +40.5% | +39.3% |
| YTD | +42.5% | +5.9% | +36.7% | +30.7% |
| 1Y | +45.8% | +7.3% | +38.5% | +31.5% |
| 3Y | +104.7% | +46.5% | +58.2% | +30.8% |
| All | -23.0% | +31.4% | -54.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling