+52.0%
LNT vs JAAA
+29.3%
+22.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -1.1% | +0.5% | -1.5% | -1.4% |
| 3M | -3.6% | +1.2% | -4.8% | -4.4% |
| 6M | -2.7% | +2.8% | -5.5% | -4.4% |
| YTD | +8.0% | +3.2% | +4.8% | +5.8% |
| 1Y | +10.5% | +4.8% | +5.6% | +7.0% |
| 3Y | +49.6% | +19.0% | +30.6% | +36.0% |
| 5Y | +32.2% | +26.8% | +5.4% | +14.6% |
| All | +52.0% | +29.3% | +22.7% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling