+9.3%
TT vs LNT
+9.7%
-0.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -6.7% | -0.5% | -6.1% | -6.5% |
| 3M | -5.4% | -5.5% | +0.1% | -4.7% |
| 6M | +4.4% | -3.8% | +8.2% | +4.4% |
| YTD | +14.9% | +6.8% | +8.1% | +11.7% |
| 1Y | +9.3% | +9.3% | -0.1% | +7.0% |
| All | +9.3% | +9.7% | -0.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling