-82.5%
TTD vs LNT
+54.8%
-137.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +20.8% | -0.2% | +21.0% | +20.8% |
| 30D | +33.8% | +11.6% | +22.2% | +32.1% |
| 3M | +17.8% | +8.2% | +9.7% | +16.8% |
| 6M | -25.7% | +3.1% | -28.9% | -26.1% |
| YTD | -57.9% | +16.8% | -74.7% | -59.1% |
| 1Y | -63.8% | +11.6% | -75.5% | -64.6% |
| 3Y | -75.0% | +67.4% | -142.4% | -78.0% |
| 5Y | -82.5% | +56.8% | -139.3% | -84.4% |
| All | -82.5% | +54.8% | -137.4% | -84.4% |
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