+3,407.5%
LNT vs ALK
+770.6%
+2,636.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | +1.4% | +9.0% | -7.6% | +0.4% |
| 30D | +12.3% | -1.6% | +13.9% | +12.4% |
| 3M | +5.3% | -23.2% | +28.5% | +8.3% |
| 6M | +2.0% | -3.9% | +5.9% | +1.7% |
| YTD | +15.3% | -22.6% | +37.9% | +17.0% |
| 1Y | +12.3% | -5.3% | +17.6% | +11.1% |
| 3Y | +59.1% | +18.6% | +40.5% | +49.6% |
| 5Y | +51.7% | -34.4% | +86.1% | +51.0% |
| 10Y | +170.1% | -40.8% | +210.9% | +157.3% |
| All | +3,407.5% | +770.6% | +2,636.9% | +2,120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling