+154.4%
TRV vs LNT
+31.4%
+123.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | +21.6% | -7.2% | +28.8% | +25.0% |
| 6M | +22.5% | -3.9% | +26.4% | +24.2% |
| YTD | +28.1% | +5.9% | +22.3% | +25.2% |
| 1Y | +37.0% | +8.4% | +28.7% | +32.6% |
| 3Y | +141.9% | +46.6% | +95.3% | +111.8% |
| All | +154.4% | +31.4% | +123.0% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling