+61.5%
LNT vs AS
+131.9%
-70.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.6% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | +11.6% | +9.6% | +2.1% | +11.4% |
| 3M | +8.2% | -8.2% | +16.4% | +8.3% |
| 6M | +3.1% | -9.9% | +13.1% | +3.3% |
| YTD | +16.8% | -16.8% | +33.6% | +17.0% |
| 1Y | +11.6% | +3.0% | +8.6% | +11.2% |
| All | +61.5% | +131.9% | -70.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling