+997.9%
LNT vs MKTX
+1,443.5%
-445.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.9% | +0.8% | -2.8% | -2.1% |
| 3M | -7.2% | +41.1% | -48.3% | -12.4% |
| 6M | -3.9% | -9.5% | +5.6% | -3.3% |
| YTD | +5.9% | -8.7% | +14.6% | +6.3% |
| 1Y | +8.4% | -10.0% | +18.3% | +8.9% |
| 3Y | +46.6% | -24.6% | +71.2% | +49.0% |
| 5Y | +32.4% | -60.3% | +92.7% | +45.6% |
| 10Y | +147.9% | +5.0% | +142.9% | +130.2% |
| All | +997.9% | +1,443.5% | -445.5% | +496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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