-45.7%
TOST vs LNT
+38.6%
-84.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.4% | -3.2% | +0.7% | -1.3% |
| 3M | +34.6% | -4.1% | +38.7% | +36.3% |
| 6M | +15.2% | -4.6% | +19.8% | +16.3% |
| YTD | -4.4% | +7.0% | -11.4% | -8.9% |
| 1Y | -17.4% | +8.3% | -25.7% | -21.9% |
| 3Y | +54.5% | +51.0% | +3.5% | +23.2% |
| All | -45.7% | +38.6% | -84.3% | -56.1% |
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