+38.2%
LNT vs BOXX
+18.5%
+19.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -4.2% | +0.3% | -4.6% | -4.8% |
| 3M | -6.7% | +1.0% | -7.7% | -8.5% |
| 6M | -3.6% | +1.9% | -5.5% | -6.7% |
| YTD | +5.9% | +2.7% | +3.2% | +1.5% |
| 1Y | +7.3% | +4.0% | +3.2% | +1.2% |
| 3Y | +46.5% | +14.7% | +31.8% | +22.8% |
| All | +38.2% | +18.5% | +19.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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