+69.0%
TSM vs LNT
+9.3%
+59.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.2% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +4.0% | -0.5% | +4.5% | +3.9% |
| 3M | +2.0% | -5.5% | +7.5% | -0.3% |
| 6M | +25.5% | -3.8% | +29.3% | +23.3% |
| YTD | +44.0% | +6.8% | +37.2% | +44.1% |
| All | +69.0% | +9.3% | +59.7% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling