+1,815.4%
TSM vs LNT
+140.9%
+1,674.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +4.0% | -0.5% | +4.5% | +4.1% |
| 3M | +2.0% | -5.5% | +7.5% | +2.5% |
| 6M | +25.5% | -3.8% | +29.3% | +25.7% |
| YTD | +44.0% | +6.8% | +37.2% | +42.0% |
| 1Y | +75.4% | +9.3% | +66.1% | +72.3% |
| 3Y | +406.7% | +47.9% | +358.8% | +365.8% |
| 5Y | +285.0% | +31.6% | +253.4% | +260.0% |
| 10Y | +1,815.4% | +150.1% | +1,665.2% | +1,389.0% |
| All | +1,815.4% | +140.9% | +1,674.5% | +1,389.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling