+33.2%
LNT vs RNG
-68.4%
+101.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -6.1% | +5.0% | -0.9% |
| 30D | -4.2% | +9.6% | -13.8% | -4.5% |
| 3M | -6.7% | +83.3% | -90.0% | -8.4% |
| 6M | -3.6% | +77.9% | -81.5% | -5.5% |
| YTD | +5.9% | +139.9% | -134.0% | +2.4% |
| 1Y | +7.3% | +121.7% | -114.4% | +4.0% |
| 3Y | +46.5% | +121.9% | -75.4% | +40.4% |
| All | +33.2% | -68.4% | +101.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling