-47.2%
TSLL vs LNT
+37.8%
-85.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.7% |
| 7D | +33.0% | -0.5% | +33.5% | +33.2% |
| 30D | +7.7% | +9.9% | -2.2% | +3.4% |
| 3M | +34.7% | +4.8% | +29.9% | +31.9% |
| 6M | -31.5% | +2.2% | -33.7% | -33.2% |
| YTD | -42.4% | +15.9% | -58.2% | -48.3% |
| 1Y | -39.7% | +10.6% | -50.2% | -44.2% |
| 3Y | +3.4% | +66.1% | -62.7% | -25.0% |
| All | -47.2% | +37.8% | -85.0% | -51.7% |
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