+185.0%
LNT vs DAR
+290.1%
-105.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.5% | -0.1% |
| 7D | -0.2% | +3.6% | -3.8% | -0.7% |
| 30D | +11.6% | -11.3% | +22.9% | +13.2% |
| 3M | +8.2% | -13.1% | +21.3% | +9.8% |
| 6M | +3.1% | -15.1% | +18.2% | +4.8% |
| YTD | +16.8% | +50.5% | -33.7% | +9.8% |
| 1Y | +11.6% | +57.9% | -46.3% | +4.1% |
| 3Y | +67.4% | +28.9% | +38.4% | +57.0% |
| 5Y | +56.8% | -31.4% | +88.2% | +58.3% |
| 10Y | +185.0% | +301.0% | -116.0% | +101.3% |
| All | +185.0% | +290.1% | -105.0% | +101.3% |
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