+3,444.2%
LNT vs DD
+1,141.0%
+2,303.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.0% | +5.0% | -3.9% | +0.1% |
| 30D | +9.6% | +19.7% | -10.1% | +5.7% |
| 3M | +5.4% | +7.2% | -1.8% | +3.8% |
| 6M | +3.1% | +1.0% | +2.1% | +2.4% |
| YTD | +16.5% | +29.1% | -12.6% | +9.8% |
| 1Y | +12.3% | +28.5% | -16.2% | +5.9% |
| 3Y | +70.3% | +89.4% | -19.1% | +46.2% |
| 5Y | +56.4% | +67.1% | -10.7% | +35.9% |
| 10Y | +184.3% | +97.5% | +86.8% | +125.5% |
| All | +3,444.2% | +1,141.0% | +2,303.2% | +1,883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling