+144.2%
LNT vs PPG
+26.9%
+117.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.0% | -6.2% | +5.2% | +0.5% |
| 30D | -4.2% | -7.9% | +3.7% | -2.3% |
| 3M | -6.7% | -10.2% | +3.5% | -4.4% |
| 6M | -3.6% | +2.7% | -6.2% | -4.9% |
| YTD | +5.9% | +4.9% | +1.0% | +3.5% |
| 1Y | +7.3% | -3.2% | +10.4% | +6.9% |
| 3Y | +46.5% | -17.0% | +63.5% | +50.4% |
| 5Y | +32.5% | -23.3% | +55.8% | +36.4% |
| All | +144.2% | +26.9% | +117.3% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling