+443.1%
TTMI vs LNT
+1,246.0%
-802.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | -0.1% | +5.9% | +5.9% |
| 30D | -4.3% | -3.2% | -1.1% | -2.4% |
| 3M | -32.0% | -4.1% | -28.0% | -31.2% |
| 6M | +19.5% | -4.6% | +24.0% | +21.5% |
| YTD | +82.0% | +7.0% | +75.0% | +73.0% |
| 1Y | +172.6% | +8.3% | +164.3% | +156.1% |
| 3Y | +744.7% | +51.0% | +693.7% | +532.7% |
| 5Y | +805.6% | +30.2% | +775.4% | +629.6% |
| 10Y | +1,057.6% | +143.6% | +914.0% | +475.3% |
| All | +443.1% | +1,246.0% | -802.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling