+144.1%
LNT vs A
+247.2%
-103.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -1.1% | -4.6% | +3.5% | -0.2% |
| 30D | -1.9% | -4.3% | +2.3% | -1.2% |
| 3M | -7.2% | +8.9% | -16.1% | -9.1% |
| 6M | -3.9% | +24.5% | -28.4% | -9.1% |
| YTD | +5.9% | +5.8% | +0.1% | +3.6% |
| 1Y | +8.4% | +16.2% | -7.9% | +3.4% |
| 3Y | +46.6% | +28.5% | +18.1% | +32.7% |
| 5Y | +32.4% | -16.3% | +48.8% | +33.3% |
| All | +144.1% | +247.2% | -103.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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