+893.0%
LNT vs EFV
+256.4%
+636.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | -3.6% | +9.6% | -13.2% | -8.0% |
| 6M | -2.7% | +14.0% | -16.7% | -9.1% |
| YTD | +8.0% | +18.5% | -10.4% | -1.1% |
| 1Y | +10.5% | +27.9% | -17.4% | -2.7% |
| 3Y | +49.6% | +92.4% | -42.9% | +7.0% |
| 5Y | +32.2% | +97.2% | -64.9% | -7.6% |
| 10Y | +141.8% | +163.0% | -21.2% | +41.6% |
| All | +893.0% | +256.4% | +636.6% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling