+144.2%
LNT vs RJF
+429.3%
-285.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -4.2% | -4.3% | 0.0% | -3.5% |
| 3M | -6.7% | +15.7% | -22.4% | -9.4% |
| 6M | -3.6% | +17.8% | -21.4% | -6.9% |
| YTD | +5.9% | +9.2% | -3.3% | +3.4% |
| 1Y | +7.3% | +2.8% | +4.5% | +5.9% |
| 3Y | +46.5% | +69.5% | -23.0% | +28.3% |
| 5Y | +32.5% | +105.9% | -73.5% | +9.1% |
| All | +144.2% | +429.3% | -285.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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