+358.7%
EWZ vs LNT
+1,505.2%
-1,146.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -25.1% | +12.4% | -37.5% | -30.3% |
| 3M | -7.7% | +6.7% | -14.4% | -11.6% |
| 6M | -15.8% | +3.9% | -19.8% | -18.4% |
| YTD | +3.6% | +16.5% | -12.9% | -6.6% |
| 1Y | +5.5% | +12.5% | -7.0% | -3.0% |
| 3Y | +22.1% | +66.9% | -44.8% | -13.8% |
| 5Y | +58.3% | +56.1% | +2.3% | +12.6% |
| 10Y | +50.3% | +173.2% | -122.9% | -30.3% |
| All | +358.7% | +1,505.2% | -1,146.5% | -9.8% |
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