+346.2%
TSM vs LNT
+67.8%
+278.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.4% |
| 7D | +4.4% | -0.2% | +4.7% | +4.4% |
| 30D | -7.0% | +11.6% | -18.6% | -3.4% |
| 3M | -1.8% | +8.2% | -10.0% | +1.0% |
| 6M | +2.7% | +3.1% | -0.4% | +4.2% |
| YTD | +37.1% | +16.8% | +20.3% | +44.5% |
| 1Y | +43.5% | +11.6% | +31.9% | +49.3% |
| All | +346.2% | +67.8% | +278.4% | +427.8% |
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