+59.7%
LNT vs ABCL
-81.2%
+141.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +1.0% |
| 30D | -1.1% | +65.1% | -66.2% | -1.6% |
| 3M | -3.6% | +111.1% | -114.7% | -4.4% |
| 6M | -2.7% | +231.6% | -234.3% | -4.2% |
| YTD | +8.0% | +234.5% | -226.5% | +6.1% |
| 1Y | +10.5% | +174.3% | -163.9% | +8.7% |
| 3Y | +49.6% | +111.5% | -61.9% | +46.2% |
| 5Y | +32.2% | -37.3% | +69.5% | +27.9% |
| All | +59.7% | -81.2% | +141.0% | +55.4% |
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