+11.4%
LNT vs LII
-27.4%
+38.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | +11.6% | -1.7% | +13.3% | +11.7% |
| 3M | +8.2% | -18.3% | +26.5% | +10.5% |
| 6M | +3.1% | -32.3% | +35.5% | +7.3% |
| YTD | +16.8% | -27.1% | +43.9% | +20.2% |
| All | +11.4% | -27.4% | +38.9% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling