+152.3%
W vs LNT
+148.3%
+4.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | -5.6% | -1.9% | -3.6% | -4.8% |
| 3M | +41.9% | -7.2% | +49.1% | +46.2% |
| 6M | +30.2% | -3.9% | +34.1% | +31.7% |
| YTD | -2.9% | +5.9% | -8.8% | -6.4% |
| 1Y | +11.6% | +8.4% | +3.2% | +6.2% |
| 3Y | +37.0% | +46.6% | -9.6% | +11.7% |
| 5Y | -62.8% | +32.4% | -95.3% | -68.7% |
| All | +152.3% | +148.3% | +4.0% | +90.0% |
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