+101.5%
LNT vs ALC
+30.4%
+71.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +9.6% | +16.0% | -6.4% | +5.4% |
| 3M | +5.4% | +0.8% | +4.6% | +5.0% |
| 6M | +3.1% | +16.8% | -13.7% | -1.5% |
| YTD | +16.5% | -5.5% | +22.0% | +17.1% |
| 1Y | +12.3% | -5.3% | +17.6% | +12.7% |
| 3Y | +70.3% | +4.1% | +66.2% | +62.1% |
| 5Y | +56.4% | -7.1% | +63.5% | +51.4% |
| All | +101.5% | +30.4% | +71.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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