+1,795.6%
LNT vs RL
+1,568.4%
+227.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +12.4% | +7.3% | +5.1% | +11.3% |
| 3M | +6.7% | +1.0% | +5.7% | +6.4% |
| 6M | +3.9% | +11.8% | -7.8% | +2.0% |
| YTD | +16.5% | +13.6% | +2.9% | +13.8% |
| 1Y | +12.5% | +24.0% | -11.6% | +8.6% |
| 3Y | +66.9% | +256.6% | -189.7% | +37.7% |
| 5Y | +56.1% | +240.2% | -184.1% | +27.3% |
| 10Y | +173.2% | +373.0% | -199.7% | +101.7% |
| All | +1,795.6% | +1,568.4% | +227.2% | +1,067.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling