+1,124.0%
TTMI vs LNT
+148.3%
+975.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.0% | +1.7% | +1.1% |
| 30D | -8.4% | -4.2% | -4.2% | -7.0% |
| 3M | -32.5% | -6.7% | -25.8% | -31.2% |
| 6M | +32.5% | -3.6% | +36.1% | +33.3% |
| YTD | +83.2% | +5.9% | +77.4% | +78.1% |
| 1Y | +161.7% | +7.3% | +154.4% | +152.4% |
| 3Y | +890.1% | +46.5% | +843.7% | +729.3% |
| 5Y | +832.4% | +32.5% | +800.0% | +707.1% |
| All | +1,124.0% | +148.3% | +975.7% | +904.1% |
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