+49.6%
LNT vs REPL
-24.7%
+74.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +1.0% | -5.7% | +6.8% | +1.0% |
| 30D | -1.1% | +22.5% | -23.6% | -1.2% |
| 3M | -3.6% | +64.7% | -68.3% | -3.9% |
| 6M | -2.7% | +83.0% | -85.7% | -3.5% |
| YTD | +8.0% | +52.0% | -43.9% | +7.1% |
| 1Y | +10.5% | +144.5% | -134.1% | +8.9% |
| 3Y | +49.6% | -25.1% | +74.6% | +54.9% |
| All | +49.6% | -24.7% | +74.2% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling