+319.9%
LNT vs ALM
+7,705.7%
-7,385.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | -3.2% | +32.0% | -35.2% | -3.2% |
| 3M | -4.1% | -15.0% | +11.0% | -4.1% |
| 6M | -4.6% | -10.1% | +5.6% | -4.6% |
| YTD | +7.0% | +99.4% | -92.4% | +6.8% |
| 1Y | +8.3% | +316.4% | -308.1% | +7.9% |
| 3Y | +51.0% | +2,022.0% | -1,971.0% | +49.9% |
| 5Y | +30.2% | +941.2% | -911.0% | +29.3% |
| 10Y | +143.6% | +2,950.3% | -2,806.8% | +141.3% |
| All | +319.9% | +7,705.7% | -7,385.9% | +312.9% |
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