+354.7%
LNT vs ALM
+3,289.7%
-2,935.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +9.9% | -30.5% | +40.4% | +10.0% |
| 3M | +4.8% | -46.9% | +51.7% | +4.9% |
| 6M | +2.2% | -65.5% | +67.7% | +2.3% |
| YTD | +15.9% | -13.4% | +29.3% | +15.8% |
| 1Y | +10.6% | +9.8% | +0.8% | +10.5% |
| 3Y | +66.1% | +783.1% | -717.0% | +65.2% |
| 5Y | +55.6% | +378.3% | -322.7% | +54.8% |
| 10Y | +182.8% | +1,942.8% | -1,760.0% | +180.5% |
| All | +354.7% | +3,289.7% | -2,935.1% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling