-40.6%
TOST vs LNT
+51.7%
-92.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.0% |
| 7D | +9.4% | +1.4% | +8.0% | +8.9% |
| 30D | +13.5% | +12.3% | +1.2% | +8.6% |
| 3M | -0.1% | +5.3% | -5.5% | -2.2% |
| 6M | +22.5% | +2.0% | +20.4% | +20.9% |
| YTD | -2.4% | +15.3% | -17.6% | -9.6% |
| 1Y | -4.7% | +12.3% | -17.0% | -10.6% |
| 3Y | +103.2% | +59.1% | +44.1% | +59.2% |
| All | -40.6% | +51.7% | -92.3% | -56.4% |
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