+319.8%
LNT vs RNG
+309.1%
+10.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -1.1% | +11.4% | -12.5% | -1.5% |
| 3M | -3.6% | +72.1% | -75.7% | -5.7% |
| 6M | -2.7% | +67.9% | -70.6% | -4.9% |
| YTD | +8.0% | +144.3% | -136.3% | +3.5% |
| 1Y | +10.5% | +117.5% | -107.1% | +6.3% |
| 3Y | +49.6% | +123.9% | -74.3% | +42.2% |
| 5Y | +32.2% | -70.1% | +102.3% | +32.7% |
| 10Y | +141.8% | +215.9% | -74.1% | +121.2% |
| All | +319.8% | +309.1% | +10.8% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling