+144.2%
LNT vs RNG
+222.9%
-78.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -6.1% | +5.0% | -0.8% |
| 30D | -4.2% | +9.6% | -13.8% | -4.6% |
| 3M | -6.7% | +83.3% | -90.0% | -9.0% |
| 6M | -3.6% | +77.9% | -81.5% | -6.2% |
| YTD | +5.9% | +139.9% | -134.0% | +1.3% |
| 1Y | +7.3% | +121.7% | -114.4% | +2.9% |
| 3Y | +46.5% | +121.9% | -75.4% | +38.8% |
| 5Y | +32.5% | -68.4% | +100.8% | +33.0% |
| All | +144.2% | +222.9% | -78.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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