+47.8%
LNT vs AEIS
+172.0%
-124.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +0.2% | +6.5% | -6.3% | +0.1% |
| 30D | -0.5% | -9.2% | +8.7% | -0.3% |
| 3M | -5.5% | -8.3% | +2.8% | -5.7% |
| 6M | -3.8% | -6.3% | +2.5% | -4.1% |
| YTD | +6.8% | +36.5% | -29.7% | +4.9% |
| 1Y | +9.3% | +84.8% | -75.5% | +5.7% |
| All | +47.8% | +172.0% | -124.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling