+357.0%
TPR vs LNT
+185.4%
+171.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +15.1% | +9.9% | +5.2% | +10.4% |
| 3M | -13.4% | +4.8% | -18.2% | -15.2% |
| 6M | +1.4% | +2.2% | -0.8% | 0.0% |
| YTD | +4.8% | +15.9% | -11.1% | -2.6% |
| 1Y | +29.2% | +10.6% | +18.6% | +22.7% |
| 3Y | +403.7% | +66.1% | +337.6% | +289.3% |
| 5Y | +230.8% | +55.6% | +175.2% | +155.3% |
| All | +357.0% | +185.4% | +171.6% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling