+3,186.5%
LNT vs RJF
+49,360.8%
-46,174.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.0% | +1.8% | -0.7% | +0.7% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -3.6% | +18.0% | -21.6% | -6.3% |
| 6M | -2.7% | +17.0% | -19.6% | -5.4% |
| YTD | +8.0% | +11.1% | -3.1% | +5.6% |
| 1Y | +10.5% | +8.0% | +2.5% | +8.4% |
| 3Y | +49.6% | +73.3% | -23.7% | +34.3% |
| 5Y | +32.2% | +107.4% | -75.2% | +13.8% |
| 10Y | +141.8% | +428.5% | -286.7% | +72.7% |
| All | +3,186.5% | +49,360.8% | -46,174.3% | +1,331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling