+12,919.2%
TSM vs LNT
+1,679.5%
+11,239.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +14.8% | -0.5% | +15.4% | +15.0% |
| 30D | -8.9% | +9.9% | -18.8% | -12.0% |
| 3M | -5.3% | +4.8% | -10.1% | -7.0% |
| 6M | +2.6% | +2.2% | +0.4% | +1.0% |
| YTD | +34.5% | +15.9% | +18.6% | +26.4% |
| 1Y | +41.0% | +10.6% | +30.5% | +34.6% |
| 3Y | +333.1% | +66.1% | +267.0% | +247.9% |
| 5Y | +270.1% | +55.6% | +214.5% | +198.2% |
| 10Y | +1,608.7% | +182.8% | +1,425.8% | +916.5% |
| All | +12,919.2% | +1,679.5% | +11,239.7% | +2,998.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling