+163.6%
W vs LNT
+258.2%
-94.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | -3.2% | -4.4% | -6.4% |
| 3M | +37.2% | -4.1% | +41.2% | +39.2% |
| 6M | +26.3% | -4.6% | +30.9% | +28.0% |
| YTD | -1.0% | +7.0% | -8.0% | -4.7% |
| 1Y | +20.1% | +8.3% | +11.8% | +14.8% |
| 3Y | +37.8% | +51.0% | -13.2% | +12.7% |
| 5Y | -63.7% | +30.2% | -93.8% | -68.7% |
| 10Y | +156.3% | +143.6% | +12.7% | +83.1% |
| All | +163.6% | +258.2% | -94.6% | +26.9% |
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