+278.9%
TSM vs LNT
+54.8%
+224.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.3% |
| 7D | +4.4% | -0.2% | +4.7% | +4.4% |
| 30D | -7.0% | +11.6% | -18.6% | -6.1% |
| 3M | -1.8% | +8.2% | -10.0% | -1.1% |
| 6M | +2.7% | +3.1% | -0.4% | +3.0% |
| YTD | +37.1% | +16.8% | +20.3% | +38.1% |
| 1Y | +43.5% | +11.6% | +31.9% | +44.4% |
| 3Y | +341.5% | +67.4% | +274.1% | +336.6% |
| 5Y | +278.9% | +56.8% | +222.1% | +274.8% |
| All | +278.9% | +54.8% | +224.0% | +274.8% |
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 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