+497.8%
LNT vs BR
+1,281.7%
-783.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.2% | -5.0% | +5.2% | +1.9% |
| 30D | -0.5% | -2.5% | +1.9% | +0.2% |
| 3M | -5.5% | +13.5% | -19.0% | -10.2% |
| 6M | -3.8% | -9.4% | +5.6% | -1.6% |
| YTD | +6.8% | -23.3% | +30.1% | +15.5% |
| 1Y | +9.3% | -31.6% | +40.9% | +23.1% |
| 3Y | +47.9% | -5.1% | +53.0% | +46.3% |
| 5Y | +31.6% | +8.2% | +23.4% | +22.1% |
| 10Y | +150.1% | +189.8% | -39.7% | +56.2% |
| All | +497.8% | +1,281.7% | -783.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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