+376.4%
TTD vs LNT
+136.7%
+239.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | +6.3% | -4.2% | +10.5% | +7.2% |
| 3M | -24.1% | -6.7% | -17.5% | -23.2% |
| 6M | -47.4% | -3.6% | -43.9% | -47.2% |
| YTD | -62.2% | +5.9% | -68.1% | -62.9% |
| 1Y | -68.3% | +7.3% | -75.6% | -69.0% |
| 3Y | -83.4% | +46.5% | -129.9% | -85.1% |
| 5Y | -80.3% | +32.5% | -112.8% | -82.1% |
| All | +376.4% | +136.7% | +239.7% | +294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling