+150.1%
LNT vs DAR
+364.6%
-214.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -0.5% | +7.4% | -8.0% | -1.5% |
| 3M | -5.5% | +15.7% | -21.2% | -7.5% |
| 6M | -3.8% | +30.0% | -33.8% | -7.4% |
| YTD | +6.8% | +87.5% | -80.7% | -2.2% |
| 1Y | +9.3% | +113.4% | -104.1% | -2.0% |
| 3Y | +47.9% | +15.3% | +32.6% | +41.9% |
| 5Y | +31.6% | -4.3% | +35.9% | +26.6% |
| 10Y | +150.1% | +380.2% | -230.0% | +69.9% |
| All | +150.1% | +364.6% | -214.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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