+416.5%
TPR vs LNT
+57.3%
+359.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +14.2% | +1.4% | +12.8% | +13.8% |
| 30D | +17.1% | +12.3% | +4.8% | +13.9% |
| 3M | -17.7% | +5.3% | -23.0% | -18.8% |
| 6M | -10.2% | +2.0% | -12.2% | -10.8% |
| YTD | +4.9% | +15.3% | -10.4% | +0.8% |
| 1Y | +36.1% | +12.3% | +23.8% | +31.6% |
| 3Y | +416.5% | +59.1% | +357.4% | +338.5% |
| All | +416.5% | +57.3% | +359.2% | +338.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling