-40.9%
TSCO vs LNT
+8.1%
-49.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +5.5% | -3.2% | +8.6% | +6.7% |
| 3M | +20.0% | -4.1% | +24.0% | +22.0% |
| 6M | -29.8% | -4.6% | -25.2% | -28.4% |
| YTD | -28.7% | +7.0% | -35.7% | -31.0% |
| 1Y | -40.9% | +8.3% | -49.2% | -43.1% |
| All | -40.9% | +8.1% | -49.0% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling