+3,407.5%
LNT vs ES
+1,235.9%
+2,171.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +0.4% |
| 7D | +1.4% | +1.9% | -0.5% | +0.4% |
| 30D | +12.3% | +7.1% | +5.2% | +8.4% |
| 3M | +5.3% | -1.9% | +7.3% | +6.4% |
| 6M | +2.0% | +4.4% | -2.3% | -0.3% |
| YTD | +15.3% | +7.3% | +8.0% | +10.8% |
| 1Y | +12.3% | +2.1% | +10.1% | +10.0% |
| 3Y | +59.1% | +41.8% | +17.2% | +29.4% |
| 5Y | +51.7% | +1.4% | +50.2% | +47.2% |
| 10Y | +170.1% | +86.8% | +83.4% | +99.1% |
| All | +3,407.5% | +1,235.9% | +2,171.6% | +1,256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling