+1,509.5%
LNT vs A
+543.3%
+966.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.6% | 0.0% | +9.6% | +9.5% |
| 3M | +5.4% | +16.7% | -11.3% | +2.9% |
| 6M | +3.1% | +54.8% | -51.7% | -3.6% |
| YTD | +16.5% | +28.8% | -12.3% | +11.4% |
| 1Y | +12.3% | +19.3% | -7.0% | +8.6% |
| 3Y | +70.3% | +65.5% | +4.8% | +55.2% |
| 5Y | +56.4% | +12.1% | +44.3% | +49.3% |
| 10Y | +184.3% | +305.4% | -121.1% | +125.5% |
| All | +1,509.5% | +543.3% | +966.2% | +980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling