+91.3%
AMCR vs LNT
+382.0%
-290.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -7.1% | -0.5% | -6.6% | -7.0% |
| 3M | +12.7% | -5.5% | +18.2% | +14.8% |
| 6M | +5.2% | -3.8% | +9.0% | +6.4% |
| YTD | +8.1% | +6.8% | +1.2% | +5.5% |
| 1Y | +10.0% | +9.3% | +0.7% | +6.4% |
| 3Y | +6.6% | +47.9% | -41.3% | -7.0% |
| 5Y | -11.4% | +31.6% | -43.0% | -20.4% |
| 10Y | +13.3% | +150.1% | -136.8% | -4.7% |
| All | +91.3% | +382.0% | -290.7% | +62.2% |
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