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  • LNT vs DRI✓SelectedUSD · DRILNT vs DRI performance historyLatest closeAs of-1.09%09/09
Stock and ETF performance explorer

LNT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+150.1%
DRI return
+348.4%
Excess return
-198.3%
Maximum drawdown
-33.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.1%-1.6%+0.6%-0.8%
7D+0.2%-4.8%+5.0%+1.0%
30D-0.5%-3.9%+3.4%+0.1%
3M-5.5%+5.1%-10.6%-6.4%
6M-3.8%+5.5%-9.3%-4.9%
YTD+6.8%+16.5%-9.6%+3.8%
1Y+9.3%+2.0%+7.3%+8.3%
3Y+47.9%+54.5%-6.6%+36.1%
5Y+31.6%+66.6%-35.0%+18.4%
10Y+150.1%+353.6%-203.5%+92.9%
All+150.1%+348.4%-198.3%+92.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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