+386.4%
LNT vs AMBA
+837.3%
-450.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.1% | -11.0% | +10.9% | +0.3% |
| 30D | -3.2% | -23.2% | +20.0% | -2.4% |
| 3M | -4.1% | -12.7% | +8.6% | -4.1% |
| 6M | -4.6% | +11.2% | -15.8% | -5.7% |
| YTD | +7.0% | -11.2% | +18.2% | +6.5% |
| 1Y | +8.3% | -22.5% | +30.8% | +8.0% |
| 3Y | +51.0% | -1.3% | +52.3% | +47.1% |
| 5Y | +30.2% | -54.2% | +84.3% | +27.9% |
| 10Y | +143.6% | -6.1% | +149.7% | +123.9% |
| All | +386.4% | +837.3% | -450.9% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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