-19.7%
TSCO vs LNT
+46.9%
-66.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -1.0% | -4.6% | -5.3% |
| 30D | -8.8% | -4.2% | -4.5% | -7.2% |
| 3M | +6.3% | -6.7% | +13.0% | +9.2% |
| 6M | -32.3% | -3.6% | -28.7% | -31.4% |
| YTD | -32.7% | +5.9% | -38.6% | -34.3% |
| 1Y | -43.7% | +7.3% | -50.9% | -45.3% |
| 3Y | -19.7% | +46.5% | -66.1% | -31.9% |
| All | -19.7% | +46.9% | -66.6% | -31.9% |
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 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