+54.1%
LNT vs LTH
+186.8%
-132.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +11.6% | +17.7% | -6.1% | +10.3% |
| 3M | +8.2% | +8.5% | -0.3% | +7.4% |
| 6M | +3.1% | +46.9% | -43.8% | +0.2% |
| YTD | +16.8% | +78.8% | -62.0% | +11.5% |
| 1Y | +11.6% | +84.9% | -73.3% | +6.2% |
| 3Y | +67.4% | +246.4% | -179.0% | +50.5% |
| 5Y | +56.8% | +129.6% | -72.8% | +36.2% |
| All | +54.1% | +186.8% | -132.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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