+107.0%
LNT vs REPL
-6.0%
+113.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.1% | -3.0% | +2.9% | 0.0% |
| 30D | -3.2% | +27.1% | -30.3% | -3.6% |
| 3M | -4.1% | +52.4% | -56.4% | -5.5% |
| 6M | -4.6% | +107.4% | -112.0% | -8.2% |
| YTD | +7.0% | +54.7% | -47.7% | +3.5% |
| 1Y | +8.3% | +158.9% | -150.6% | +2.3% |
| 3Y | +51.0% | -23.7% | +74.7% | +40.5% |
| 5Y | +30.2% | -54.3% | +84.5% | +22.3% |
| All | +107.0% | -6.0% | +113.0% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling