+48,339.6%
TSCO vs LNT
+1,943.0%
+46,396.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -1.1% | -0.5% | -0.6% | -0.9% |
| 3M | +14.3% | -5.5% | +19.8% | +16.3% |
| 6M | -31.9% | -3.8% | -28.1% | -31.2% |
| YTD | -30.7% | +6.8% | -37.5% | -32.2% |
| 1Y | -41.1% | +9.3% | -50.4% | -42.8% |
| 3Y | -17.1% | +47.9% | -65.1% | -27.2% |
| 5Y | -7.5% | +31.6% | -39.1% | -16.4% |
| 10Y | +192.6% | +150.1% | +42.5% | +111.3% |
| All | +48,339.6% | +1,943.0% | +46,396.6% | +29,951.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling