+310.3%
TPR vs LNT
+50.5%
+259.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | -3.2% | -19.8% | -22.4% |
| 3M | -12.5% | -4.1% | -8.4% | -11.7% |
| 6M | -21.4% | -4.6% | -16.9% | -20.7% |
| YTD | -3.5% | +7.0% | -10.5% | -5.7% |
| 1Y | +17.4% | +8.3% | +9.1% | +14.3% |
| All | +310.3% | +50.5% | +259.8% | +251.6% |
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