+2,087.0%
LNT vs M
+396.5%
+1,690.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -0.1% | +4.7% | -4.8% | -0.5% |
| 30D | -3.2% | -9.6% | +6.5% | -2.3% |
| 3M | -4.1% | +0.9% | -4.9% | -4.4% |
| 6M | -4.6% | +22.3% | -26.8% | -6.8% |
| YTD | +7.0% | +6.5% | +0.5% | +5.7% |
| 1Y | +8.3% | +38.8% | -30.5% | +4.0% |
| 3Y | +51.0% | +115.9% | -64.9% | +35.4% |
| 5Y | +30.2% | +28.6% | +1.5% | +18.1% |
| 10Y | +143.6% | -2.5% | +146.1% | +105.7% |
| All | +2,087.0% | +396.5% | +1,690.5% | +1,320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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