+1,378.6%
LNT vs A
+457.0%
+921.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -3.2% | +6.9% | -10.1% | -4.2% |
| 3M | -4.1% | +9.2% | -13.3% | -5.4% |
| 6M | -4.6% | +25.7% | -30.2% | -8.1% |
| YTD | +7.0% | +11.5% | -4.5% | +4.6% |
| 1Y | +8.3% | +18.4% | -10.1% | +4.8% |
| 3Y | +51.0% | +26.6% | +24.4% | +43.1% |
| 5Y | +30.2% | -12.8% | +43.0% | +28.9% |
| 10Y | +143.6% | +247.2% | -103.6% | +97.6% |
| All | +1,378.6% | +457.0% | +921.5% | +914.0% |
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