+1,244.2%
EWY vs LNT
+1,232.6%
+11.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | +8.0% | +1.0% | +7.0% | +7.5% |
| 30D | +14.3% | -1.1% | +15.4% | +15.0% |
| 3M | +2.3% | -3.6% | +5.9% | +3.5% |
| 6M | +49.9% | -2.7% | +52.5% | +50.0% |
| YTD | +95.3% | +8.0% | +87.3% | +85.1% |
| 1Y | +161.7% | +10.5% | +151.3% | +144.4% |
| 3Y | +230.2% | +49.6% | +180.6% | +157.2% |
| 5Y | +148.1% | +32.2% | +115.9% | +100.9% |
| 10Y | +293.2% | +141.8% | +151.4% | +110.9% |
| All | +1,244.2% | +1,232.6% | +11.6% | +185.2% |
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