+84.1%
EWZ vs LNT
+142.3%
-58.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.6% |
| 7D | +5.6% | +1.0% | +4.6% | +5.1% |
| 30D | +9.3% | -1.1% | +10.3% | +9.7% |
| 3M | +15.7% | -3.6% | +19.3% | +17.2% |
| 6M | +7.4% | -2.7% | +10.1% | +8.2% |
| YTD | +22.7% | +8.0% | +14.7% | +17.8% |
| 1Y | +36.4% | +10.5% | +25.9% | +29.5% |
| 3Y | +50.4% | +49.6% | +0.8% | +22.7% |
| 5Y | +67.6% | +32.2% | +35.4% | +42.2% |
| 10Y | +84.1% | +141.8% | -57.7% | +18.3% |
| All | +84.1% | +142.3% | -58.2% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling