-62.3%
W vs LNT
+31.1%
-93.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | -3.0% | -0.5% | -2.5% | -2.9% |
| 3M | +40.3% | -5.5% | +45.9% | +43.1% |
| 6M | +32.2% | -3.8% | +36.0% | +33.4% |
| YTD | -0.3% | +6.8% | -7.1% | -4.2% |
| 1Y | +16.2% | +9.3% | +6.9% | +10.2% |
| 3Y | +40.7% | +47.9% | -7.2% | +13.2% |
| 5Y | -62.3% | +31.6% | -93.9% | -71.6% |
| All | -62.3% | +31.1% | -93.5% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling