-27.7%
TOST vs LNT
+55.9%
-83.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +16.2% | +9.6% | +6.6% | +12.1% |
| 3M | -1.5% | +5.4% | -6.9% | -3.6% |
| 6M | +55.3% | +3.1% | +52.2% | +52.7% |
| YTD | -2.3% | +16.5% | -18.8% | -10.1% |
| 1Y | -5.5% | +12.3% | -17.8% | -11.4% |
| 3Y | +151.1% | +70.3% | +80.8% | +89.1% |
| All | -27.7% | +55.9% | -83.6% | -47.3% |
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