+1,363.6%
LNT vs LII
+3,124.4%
-1,760.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -3.2% | -12.6% | +9.4% | -0.9% |
| 3M | -4.1% | -24.4% | +20.4% | +0.1% |
| 6M | -4.6% | -28.7% | +24.1% | +0.2% |
| YTD | +7.0% | -19.1% | +26.1% | +9.7% |
| 1Y | +8.3% | -29.7% | +38.0% | +13.5% |
| 3Y | +51.0% | +4.8% | +46.2% | +44.7% |
| 5Y | +30.2% | +24.6% | +5.6% | +19.1% |
| 10Y | +143.6% | +169.2% | -25.6% | +91.3% |
| All | +1,363.6% | +3,124.4% | -1,760.8% | +693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling