+106.6%
LNT vs REPL
-9.7%
+116.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +0.2% | -9.6% | +9.8% | +0.3% |
| 30D | -0.5% | +5.7% | -6.2% | -0.6% |
| 3M | -5.5% | +56.4% | -61.9% | -6.9% |
| 6M | -3.8% | +67.4% | -71.2% | -7.0% |
| YTD | +6.8% | +48.7% | -41.8% | +3.4% |
| 1Y | +9.3% | +148.3% | -139.0% | +3.4% |
| 3Y | +47.9% | -26.7% | +74.6% | +37.7% |
| 5Y | +31.6% | -54.1% | +85.7% | +23.5% |
| All | +106.6% | -9.7% | +116.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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