+419.8%
TXN vs LNT
+148.3%
+271.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -1.0% | +5.0% | +4.4% |
| 30D | -2.9% | -4.2% | +1.4% | -1.4% |
| 3M | -9.1% | -6.7% | -2.4% | -7.3% |
| 6M | +36.6% | -3.6% | +40.2% | +37.7% |
| YTD | +57.5% | +5.9% | +51.6% | +53.1% |
| 1Y | +49.5% | +7.3% | +42.3% | +44.5% |
| 3Y | +76.5% | +46.5% | +30.1% | +49.7% |
| 5Y | +62.4% | +32.5% | +29.9% | +41.6% |
| All | +419.8% | +148.3% | +271.5% | +276.4% |
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 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