+173.2%
LNT vs LII
+170.7%
+2.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +12.4% | -2.0% | +14.4% | +12.7% |
| 3M | +6.7% | -20.2% | +26.9% | +11.3% |
| 6M | +3.9% | -32.5% | +36.5% | +11.2% |
| YTD | +16.5% | -27.4% | +43.9% | +22.1% |
| 1Y | +12.5% | -28.2% | +40.7% | +18.0% |
| 3Y | +66.9% | -7.2% | +74.1% | +59.3% |
| 5Y | +56.1% | +19.9% | +36.2% | +35.9% |
| 10Y | +173.2% | +168.6% | +4.6% | +92.2% |
| All | +173.2% | +170.7% | +2.5% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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