+144.2%
LNT vs EME
+1,362.1%
-1,217.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.5% |
| 7D | -1.0% | +3.5% | -4.6% | -1.5% |
| 30D | -4.2% | -6.3% | +2.1% | -3.5% |
| 3M | -6.7% | -3.8% | -2.9% | -6.6% |
| 6M | -3.6% | +8.5% | -12.1% | -5.4% |
| YTD | +5.9% | +27.8% | -21.9% | +1.3% |
| 1Y | +7.3% | +22.2% | -15.0% | +2.6% |
| 3Y | +46.5% | +253.5% | -207.0% | +12.7% |
| 5Y | +32.5% | +578.6% | -546.2% | -11.9% |
| All | +144.2% | +1,362.1% | -1,217.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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