+2,926.4%
V vs LNT
+649.3%
+2,277.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +2.0% | -3.2% | +5.1% | +3.4% |
| 3M | +17.4% | -4.1% | +21.4% | +19.4% |
| 6M | +17.5% | -4.6% | +22.1% | +19.5% |
| YTD | +7.6% | +7.0% | +0.6% | +3.5% |
| 1Y | +7.7% | +8.3% | -0.6% | +3.0% |
| 3Y | +54.7% | +51.0% | +3.7% | +25.4% |
| 5Y | +73.0% | +30.2% | +42.9% | +47.5% |
| 10Y | +390.9% | +143.6% | +247.3% | +200.4% |
| All | +2,926.4% | +649.3% | +2,277.2% | +934.3% |
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