+284.6%
LNT vs ALLE
+260.9%
+23.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -4.1% | +21.0% | -25.1% | -9.6% |
| 6M | -4.6% | +1.1% | -5.7% | -5.4% |
| YTD | +7.0% | -0.5% | +7.5% | +6.2% |
| 1Y | +8.3% | -7.3% | +15.5% | +9.5% |
| 3Y | +51.0% | +42.3% | +8.7% | +32.5% |
| 5Y | +30.2% | +13.5% | +16.7% | +20.0% |
| 10Y | +143.6% | +144.0% | -0.4% | +83.8% |
| All | +284.6% | +260.9% | +23.7% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling