+3,121.8%
LNT vs NYT
+758.3%
+2,363.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.0% | -0.6% | -0.5% | -1.0% |
| 30D | -4.2% | +4.6% | -8.8% | -4.8% |
| 3M | -6.7% | -9.6% | +2.9% | -5.7% |
| 6M | -3.6% | -14.0% | +10.4% | -2.1% |
| YTD | +5.9% | -2.8% | +8.7% | +5.7% |
| 1Y | +7.3% | +15.6% | -8.3% | +4.6% |
| 3Y | +46.5% | +56.3% | -9.8% | +36.1% |
| 5Y | +32.5% | +39.5% | -7.0% | +23.1% |
| 10Y | +147.9% | +488.0% | -340.1% | +84.1% |
| All | +3,121.8% | +758.3% | +2,363.5% | +2,009.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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