+173.2%
LNT vs ALLE
+233.6%
-60.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +12.4% | +26.6% | -14.2% | +4.4% |
| 3M | +6.7% | +13.2% | -6.5% | +2.5% |
| 6M | +3.9% | +42.9% | -38.9% | -7.5% |
| YTD | +16.5% | +21.0% | -4.5% | +8.6% |
| 1Y | +12.5% | +15.2% | -2.7% | +6.5% |
| 3Y | +66.9% | +95.6% | -28.7% | +30.6% |
| 5Y | +56.1% | +53.4% | +2.7% | +29.8% |
| 10Y | +173.2% | +221.5% | -48.3% | +100.9% |
| All | +173.2% | +233.6% | -60.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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