+144.8%
LNT vs DBX
+15.6%
+129.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -3.3% | +4.3% | +1.2% |
| 30D | +9.6% | -5.9% | +15.5% | +9.9% |
| 3M | +5.4% | -6.7% | +12.1% | +5.7% |
| 6M | +3.1% | +28.0% | -24.9% | +1.7% |
| YTD | +16.5% | +20.6% | -4.1% | +15.0% |
| 1Y | +12.3% | +10.3% | +2.0% | +11.4% |
| 3Y | +70.3% | +24.0% | +46.3% | +66.5% |
| 5Y | +56.4% | +24.2% | +32.2% | +51.6% |
| All | +144.8% | +15.6% | +129.2% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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