+154.7%
EWJ vs LNT
+1,663.9%
-1,509.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +7.1% | -3.6% | +10.7% | +8.1% |
| 6M | +16.2% | -2.7% | +18.8% | +16.7% |
| YTD | +22.0% | +8.0% | +14.0% | +18.2% |
| 1Y | +26.2% | +10.5% | +15.8% | +21.3% |
| 3Y | +73.5% | +49.6% | +23.9% | +48.6% |
| 5Y | +52.7% | +32.2% | +20.5% | +34.4% |
| 10Y | +138.5% | +141.8% | -3.3% | +62.4% |
| All | +154.7% | +1,663.9% | -1,509.1% | -11.2% |
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