+150.1%
LNT vs RL
+297.6%
-147.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.8% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -0.5% | -17.5% | +17.0% | +1.4% |
| 3M | -5.5% | -14.0% | +8.5% | -4.2% |
| 6M | -3.8% | -2.0% | -1.8% | -4.0% |
| YTD | +6.8% | -4.6% | +11.4% | +6.8% |
| 1Y | +9.3% | +9.5% | -0.2% | +7.6% |
| 3Y | +47.9% | +200.5% | -152.5% | +28.0% |
| 5Y | +31.6% | +226.3% | -194.7% | +10.6% |
| 10Y | +150.1% | +304.8% | -154.6% | +95.5% |
| All | +150.1% | +297.6% | -147.5% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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