+48.0%
LNT vs AS
+120.4%
-72.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.1% |
| 7D | -0.1% | -4.9% | +4.8% | 0.0% |
| 30D | -3.2% | -19.6% | +16.4% | -2.7% |
| 3M | -4.1% | -14.4% | +10.3% | -3.8% |
| 6M | -4.6% | -20.1% | +15.6% | -4.2% |
| YTD | +7.0% | -20.9% | +27.9% | +7.3% |
| 1Y | +8.3% | -21.9% | +30.1% | +8.6% |
| All | +48.0% | +120.4% | -72.4% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling