+49.0%
LNT vs JAAA
+29.4%
+19.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -4.2% | +0.5% | -4.8% | -4.6% |
| 3M | -6.7% | +1.3% | -7.9% | -7.5% |
| 6M | -3.6% | +2.8% | -6.4% | -5.3% |
| YTD | +5.9% | +3.3% | +2.6% | +3.6% |
| 1Y | +7.3% | +4.9% | +2.3% | +3.8% |
| 3Y | +46.5% | +19.0% | +27.5% | +33.2% |
| 5Y | +32.5% | +26.9% | +5.6% | +14.7% |
| All | +49.0% | +29.4% | +19.6% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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