-27.8%
AAL vs LNT
+894.2%
-922.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | -3.2% | -17.6% | -19.1% |
| 3M | -1.3% | -4.1% | +2.8% | +1.1% |
| 6M | +5.4% | -4.6% | +9.9% | +8.0% |
| YTD | -14.4% | +7.0% | -21.4% | -19.2% |
| 1Y | +2.1% | +8.3% | -6.2% | -4.6% |
| 3Y | -10.6% | +51.0% | -61.6% | -35.6% |
| 5Y | -32.2% | +30.2% | -62.4% | -47.7% |
| 10Y | -62.7% | +143.6% | -206.3% | -84.2% |
| All | -27.8% | +894.2% | -922.0% | -92.1% |
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 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