+58.2%
LNT vs ABCL
-81.3%
+139.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | -3.2% | +93.1% | -96.3% | -3.9% |
| 3M | -4.1% | +79.4% | -83.5% | -4.7% |
| 6M | -4.6% | +214.9% | -219.4% | -6.1% |
| YTD | +7.0% | +234.2% | -227.2% | +5.1% |
| 1Y | +8.3% | +174.8% | -166.5% | +6.5% |
| 3Y | +51.0% | +104.5% | -53.5% | +47.6% |
| 5Y | +30.2% | -39.0% | +69.2% | +25.8% |
| All | +58.2% | -81.3% | +139.5% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling