-64.8%
AAL vs LNT
+148.3%
-213.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | -12.9% | -4.2% | -8.6% | -11.4% |
| 3M | -11.2% | -6.7% | -4.5% | -8.8% |
| 6M | +17.8% | -3.6% | +21.4% | +19.2% |
| YTD | -15.1% | +5.9% | -21.0% | -17.7% |
| 1Y | +0.5% | +7.3% | -6.8% | -3.1% |
| 3Y | -7.7% | +46.5% | -54.1% | -22.9% |
| 5Y | -31.3% | +32.5% | -63.8% | -41.0% |
| All | -64.8% | +148.3% | -213.1% | -73.1% |
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