+411.0%
TSM vs LNT
+50.4%
+360.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.6% |
| 7D | +6.0% | +1.0% | +5.0% | +6.3% |
| 30D | +4.5% | -1.1% | +5.6% | +4.2% |
| 3M | +3.1% | -3.6% | +6.7% | +2.1% |
| 6M | +30.2% | -2.7% | +32.9% | +29.5% |
| YTD | +45.2% | +8.0% | +37.2% | +47.9% |
| 1Y | +79.6% | +10.5% | +69.1% | +84.1% |
| 3Y | +411.0% | +49.6% | +361.4% | +458.5% |
| All | +411.0% | +50.4% | +360.6% | +458.5% |
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