-68.6%
AAL vs LNT
+186.9%
-255.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +11.7% | +9.6% | +2.1% | +7.7% |
| 3M | -12.5% | +5.4% | -17.9% | -14.4% |
| 6M | +3.6% | +3.1% | +0.5% | +2.1% |
| YTD | -14.1% | +16.5% | -30.6% | -19.9% |
| 1Y | +0.8% | +12.3% | -11.5% | -4.6% |
| 3Y | +11.8% | +70.3% | -58.5% | -12.5% |
| 5Y | -35.1% | +56.4% | -91.5% | -48.2% |
| All | -68.6% | +186.9% | -255.5% | -77.1% |
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