+70.3%
LNT vs ES
+53.3%
+17.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +1.0% | +2.7% | -1.7% | -0.3% |
| 30D | +9.6% | +7.6% | +2.0% | +5.8% |
| 3M | +5.4% | +0.5% | +4.9% | +5.0% |
| 6M | +3.1% | +7.6% | -4.5% | -0.4% |
| YTD | +16.5% | +10.2% | +6.3% | +11.1% |
| 1Y | +12.3% | +1.8% | +10.5% | +10.4% |
| 3Y | +70.3% | +55.4% | +14.9% | +33.2% |
| All | +70.3% | +53.3% | +17.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling