+32.2%
LNT vs RL
+241.4%
-209.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | +1.0% | +1.9% | -0.9% | +0.9% |
| 30D | -1.1% | -12.2% | +11.1% | -0.3% |
| 3M | -3.6% | -6.6% | +3.0% | -3.3% |
| 6M | -2.7% | +3.2% | -5.8% | -3.1% |
| YTD | +8.0% | -1.3% | +9.3% | +7.7% |
| 1Y | +10.5% | +13.6% | -3.1% | +9.1% |
| 3Y | +49.6% | +210.9% | -161.3% | +34.2% |
| 5Y | +32.2% | +246.9% | -214.6% | +14.6% |
| All | +32.2% | +241.4% | -209.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling