+311.2%
TPR vs LNT
+142.3%
+168.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.8% |
| 30D | -27.3% | -1.1% | -26.2% | -27.0% |
| 3M | -16.2% | -3.6% | -12.6% | -15.2% |
| 6M | -17.9% | -2.7% | -15.2% | -17.3% |
| YTD | -7.1% | +8.0% | -15.1% | -10.8% |
| 1Y | +13.6% | +10.5% | +3.2% | +7.9% |
| 3Y | +293.7% | +49.6% | +244.2% | +219.9% |
| 5Y | +239.1% | +32.2% | +206.9% | +185.6% |
| 10Y | +311.2% | +141.8% | +169.4% | +192.5% |
| All | +311.2% | +142.3% | +168.9% | +192.5% |
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