+72.3%
LNT vs ABCL
-79.5%
+151.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.1% |
| 7D | +0.6% | +12.4% | -11.8% | +0.5% |
| 30D | +12.4% | -0.4% | +12.8% | +12.4% |
| 3M | +6.7% | +80.4% | -73.7% | +6.0% |
| 6M | +3.9% | +138.5% | -134.6% | +2.7% |
| YTD | +16.5% | +265.5% | -249.0% | +14.3% |
| 1Y | +12.5% | +219.7% | -207.2% | +10.6% |
| 3Y | +66.9% | +209.4% | -142.5% | +62.9% |
| 5Y | +56.1% | -15.0% | +71.1% | +51.3% |
| All | +72.3% | -79.5% | +151.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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