+144.2%
LNT vs EFV
+169.9%
-25.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -4.2% | +0.6% | -4.9% | -4.6% |
| 3M | -6.7% | +7.5% | -14.2% | -9.9% |
| 6M | -3.6% | +13.0% | -16.6% | -9.3% |
| YTD | +5.9% | +18.3% | -12.4% | -2.8% |
| 1Y | +7.3% | +26.7% | -19.5% | -4.8% |
| 3Y | +46.5% | +89.6% | -43.1% | +5.9% |
| 5Y | +32.5% | +98.2% | -65.7% | -7.5% |
| All | +144.2% | +169.9% | -25.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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