+1,640.7%
LNT vs RL
+1,366.2%
+274.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.3% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -3.2% | -7.8% | +4.6% | -2.2% |
| 3M | -4.1% | -4.0% | -0.1% | -3.8% |
| 6M | -4.6% | -1.9% | -2.7% | -4.8% |
| YTD | +7.0% | -0.2% | +7.2% | +6.3% |
| 1Y | +8.3% | +10.7% | -2.4% | +6.1% |
| 3Y | +51.0% | +210.8% | -159.8% | +26.9% |
| 5Y | +30.2% | +238.2% | -208.1% | +6.0% |
| 10Y | +143.6% | +313.4% | -169.8% | +83.0% |
| All | +1,640.7% | +1,366.2% | +274.5% | +990.6% |
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 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