+67.6%
EWZ vs LNT
+187.6%
-120.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -25.5% | +11.6% | -37.1% | -28.8% |
| 3M | -4.5% | +8.2% | -12.7% | -7.7% |
| 6M | -15.3% | +3.1% | -18.4% | -16.7% |
| YTD | +3.1% | +16.8% | -13.7% | -4.1% |
| 1Y | +1.2% | +11.6% | -10.4% | -4.0% |
| 3Y | +19.3% | +67.4% | -48.1% | -6.6% |
| 5Y | +52.3% | +56.8% | -4.5% | +20.2% |
| All | +67.6% | +187.6% | -120.0% | +12.9% |
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 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