+459.4%
TTMI vs LNT
+1,258.7%
-799.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.4% |
| 7D | +12.2% | +1.0% | +11.1% | +11.5% |
| 30D | -5.7% | -1.1% | -4.6% | -5.0% |
| 3M | -27.5% | -3.6% | -23.9% | -26.6% |
| 6M | +47.1% | -2.7% | +49.8% | +48.0% |
| YTD | +87.5% | +8.0% | +79.5% | +77.2% |
| 1Y | +175.2% | +10.5% | +164.8% | +155.6% |
| 3Y | +901.9% | +49.6% | +852.4% | +655.3% |
| 5Y | +843.5% | +32.2% | +811.2% | +653.7% |
| 10Y | +1,077.0% | +141.8% | +935.2% | +488.9% |
| All | +459.4% | +1,258.7% | -799.3% | -25.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling