+1,297.6%
TNA vs LNT
+731.8%
+565.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.7% |
| 7D | +4.1% | +1.0% | +3.1% | +2.4% |
| 30D | -7.6% | -1.1% | -6.5% | -6.3% |
| 3M | +8.1% | -3.6% | +11.7% | +12.2% |
| 6M | +49.0% | -2.7% | +51.7% | +50.5% |
| YTD | +51.7% | +8.0% | +43.7% | +28.9% |
| 1Y | +59.6% | +10.5% | +49.2% | +30.3% |
| 3Y | +118.9% | +49.6% | +69.3% | +7.6% |
| 5Y | -19.2% | +32.2% | -51.4% | -53.5% |
| 10Y | +77.2% | +141.8% | -64.6% | -67.1% |
| All | +1,297.6% | +731.8% | +565.8% | -84.1% |
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