+127.0%
LNT vs DBX
+16.6%
+110.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +1.1% |
| 7D | +1.0% | -1.3% | +2.3% | +1.1% |
| 30D | -1.1% | -2.9% | +1.8% | -1.0% |
| 3M | -3.6% | +23.8% | -27.4% | -4.7% |
| 6M | -2.7% | +26.2% | -28.9% | -4.0% |
| YTD | +8.0% | +21.6% | -13.6% | +6.7% |
| 1Y | +10.5% | +11.4% | -1.0% | +9.5% |
| 3Y | +49.6% | +21.3% | +28.3% | +46.5% |
| 5Y | +32.2% | +6.7% | +25.6% | +29.3% |
| All | +127.0% | +16.6% | +110.5% | +111.1% |
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