+24.0%
LNT vs ADVB
-95.9%
+119.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.4% | -0.9% |
| 7D | -0.5% | +74.2% | -74.7% | -0.8% |
| 30D | +9.9% | -35.9% | +45.8% | +10.3% |
| 3M | +4.8% | -56.4% | +61.2% | +5.4% |
| 6M | +2.2% | -36.7% | +38.9% | +2.0% |
| YTD | +15.9% | -43.3% | +59.2% | +15.1% |
| 1Y | +10.6% | -63.4% | +73.9% | +10.8% |
| All | +24.0% | -95.9% | +119.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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