+302.0%
TRV vs LNT
+148.3%
+153.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -1.0% | +3.0% | +2.4% |
| 30D | +1.7% | -4.2% | +6.0% | +3.9% |
| 3M | +23.9% | -6.7% | +30.6% | +28.0% |
| 6M | +26.3% | -3.6% | +29.8% | +28.3% |
| YTD | +30.8% | +5.9% | +24.9% | +26.6% |
| 1Y | +36.3% | +7.3% | +29.1% | +31.0% |
| 3Y | +145.0% | +46.5% | +98.5% | +100.0% |
| 5Y | +163.9% | +32.5% | +131.4% | +122.5% |
| All | +302.0% | +148.3% | +153.7% | +176.0% |
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