+33.9%
LNT vs ALLE
+13.7%
+20.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -3.2% | -6.8% | +3.6% | -1.5% |
| 3M | -4.1% | +21.0% | -25.1% | -8.9% |
| 6M | -4.6% | +1.1% | -5.7% | -5.3% |
| YTD | +7.0% | -0.5% | +7.5% | +6.3% |
| 1Y | +8.3% | -7.3% | +15.5% | +9.5% |
| 3Y | +51.0% | +42.3% | +8.7% | +33.8% |
| All | +33.9% | +13.7% | +20.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling