+31.0%
LNT vs ALC
-14.0%
+44.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.4% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | -4.1% | +5.9% | -10.0% | -5.3% |
| 6M | -4.6% | -15.9% | +11.4% | -1.7% |
| YTD | +7.0% | -10.1% | +17.1% | +8.5% |
| 1Y | +8.3% | -10.2% | +18.5% | +9.7% |
| 3Y | +51.0% | -13.6% | +64.6% | +51.9% |
| All | +31.0% | -14.0% | +44.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling