+49.6%
LNT vs ALM
+2,327.9%
-2,278.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.8% |
| 7D | +1.0% | +8.4% | -7.4% | +0.9% |
| 30D | -1.1% | +34.8% | -35.9% | -1.6% |
| 3M | -3.6% | +16.2% | -19.8% | -4.0% |
| 6M | -2.7% | +2.1% | -4.8% | -3.1% |
| YTD | +8.0% | +117.0% | -109.0% | +5.8% |
| 1Y | +10.5% | +313.9% | -303.4% | +6.4% |
| 3Y | +49.6% | +2,327.9% | -2,278.4% | +33.6% |
| All | +49.6% | +2,327.9% | -2,278.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling