+290.7%
TSM vs LNT
+35.5%
+255.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.4% |
| 7D | +6.0% | +1.0% | +5.0% | +6.1% |
| 30D | +4.5% | -1.1% | +5.6% | +4.4% |
| 3M | +3.1% | -3.6% | +6.7% | +2.8% |
| 6M | +30.2% | -2.7% | +32.9% | +29.9% |
| YTD | +45.2% | +8.0% | +37.2% | +45.3% |
| 1Y | +79.6% | +10.5% | +69.1% | +79.9% |
| 3Y | +411.0% | +49.6% | +361.4% | +406.8% |
| 5Y | +290.7% | +32.2% | +258.5% | +285.9% |
| All | +290.7% | +35.5% | +255.2% | +285.9% |
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