-59.6%
ACHR vs LNT
+72.7%
-132.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.1% |
| 7D | -9.2% | +1.0% | -10.3% | -9.4% |
| 30D | -1.0% | +9.6% | -10.6% | -3.5% |
| 3M | -42.2% | +5.4% | -47.6% | -43.1% |
| 6M | -38.2% | +3.1% | -41.3% | -39.3% |
| YTD | -46.4% | +16.5% | -62.9% | -50.0% |
| 1Y | -49.4% | +12.3% | -61.7% | -52.1% |
| 3Y | -22.5% | +70.3% | -92.8% | -35.1% |
| 5Y | -29.8% | +56.4% | -86.2% | -41.0% |
| All | -59.6% | +72.7% | -132.3% | -67.9% |
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