+144.2%
LNT vs DD
+66.6%
+77.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.0% | -3.5% | +2.5% | -0.4% |
| 30D | -4.2% | -11.7% | +7.4% | -2.0% |
| 3M | -6.7% | -9.2% | +2.6% | -5.1% |
| 6M | -3.6% | -7.2% | +3.6% | -2.7% |
| YTD | +5.9% | +6.6% | -0.7% | +3.7% |
| 1Y | +7.3% | +32.0% | -24.7% | +0.4% |
| 3Y | +46.5% | +42.1% | +4.3% | +32.7% |
| 5Y | +32.5% | +58.1% | -25.6% | +15.3% |
| All | +144.2% | +66.6% | +77.6% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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