+1,631.7%
LNT vs EL
+1,685.7%
-54.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | -3.2% | +19.8% | -23.0% | -6.3% |
| 3M | -4.1% | +25.7% | -29.8% | -8.1% |
| 6M | -4.6% | +5.4% | -10.0% | -6.4% |
| YTD | +7.0% | +0.2% | +6.8% | +5.1% |
| 1Y | +8.3% | +20.4% | -12.2% | +2.6% |
| 3Y | +51.0% | -32.1% | +83.1% | +52.5% |
| 5Y | +30.2% | -67.2% | +97.3% | +47.8% |
| 10Y | +143.6% | +31.7% | +111.8% | +108.3% |
| All | +1,631.7% | +1,685.7% | -54.0% | +910.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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