-5.9%
TSLL vs LNT
+67.8%
-73.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +2.7% | +11.6% | -9.0% | -0.4% |
| 3M | +26.3% | +8.2% | +18.1% | +23.5% |
| 6M | -37.2% | +3.1% | -40.3% | -38.5% |
| YTD | -44.2% | +16.8% | -61.0% | -49.7% |
| 1Y | -44.0% | +11.6% | -55.6% | -47.9% |
| All | -5.9% | +67.8% | -73.7% | -31.0% |
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 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