-0.8%
TOST vs LNT
+13.9%
-14.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.9% |
| 7D | +10.7% | +7.2% | +3.6% | +12.6% |
| 30D | +17.7% | +15.6% | +2.1% | +22.7% |
| 3M | +4.6% | +5.2% | -0.6% | +4.8% |
| 6M | +20.3% | +1.7% | +18.6% | +20.3% |
| YTD | -0.4% | +17.0% | -17.4% | +3.2% |
| 1Y | -0.8% | +14.2% | -15.0% | +4.4% |
| All | -0.8% | +13.9% | -14.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling