+432.5%
EWZ vs LNT
+1,374.0%
-941.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | -3.2% | +8.0% | +6.7% |
| 3M | +9.9% | -4.1% | +14.0% | +12.1% |
| 6M | +1.9% | -4.6% | +6.5% | +4.1% |
| YTD | +20.3% | +7.0% | +13.3% | +14.3% |
| 1Y | +35.6% | +8.3% | +27.3% | +27.7% |
| 3Y | +43.4% | +51.0% | -7.6% | +7.7% |
| 5Y | +55.9% | +30.2% | +25.8% | +24.1% |
| 10Y | +84.2% | +143.6% | -59.4% | -7.9% |
| All | +432.5% | +1,374.0% | -941.5% | +10.5% |
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