+384.8%
V vs LNT
+140.9%
+243.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +1.9% | -0.5% | +2.4% | +2.0% |
| 3M | +13.2% | -5.5% | +18.8% | +15.7% |
| 6M | +16.7% | -3.8% | +20.5% | +18.1% |
| YTD | +5.4% | +6.8% | -1.4% | +1.8% |
| 1Y | +7.7% | +9.3% | -1.7% | +2.9% |
| 3Y | +52.0% | +47.9% | +4.1% | +26.8% |
| 5Y | +67.7% | +31.6% | +36.1% | +44.8% |
| 10Y | +384.8% | +150.1% | +234.6% | +238.5% |
| All | +384.8% | +140.9% | +243.8% | +238.5% |
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 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