+141.8%
LNT vs ALK
-38.6%
+180.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -1.1% | -18.5% | +17.4% | +1.3% |
| 3M | -3.6% | -3.6% | 0.0% | -3.6% |
| 6M | -2.7% | -3.7% | +1.0% | -3.2% |
| YTD | +8.0% | -19.0% | +27.0% | +9.4% |
| 1Y | +10.5% | -36.0% | +46.5% | +15.1% |
| 3Y | +49.6% | +2.3% | +47.2% | +41.2% |
| 5Y | +32.2% | -27.8% | +60.0% | +29.2% |
| 10Y | +141.8% | -39.0% | +180.7% | +103.3% |
| All | +141.8% | -38.6% | +180.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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