+31.6%
LNT vs RRC
+154.4%
-122.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.3% |
| 30D | -0.5% | +3.6% | -4.1% | -0.8% |
| 3M | -5.5% | +8.8% | -14.4% | -6.1% |
| 6M | -3.8% | +0.8% | -4.6% | -4.0% |
| YTD | +6.8% | +19.0% | -12.1% | +5.3% |
| 1Y | +9.3% | +22.9% | -13.6% | +7.4% |
| 3Y | +47.9% | +32.3% | +15.6% | +43.8% |
| 5Y | +31.6% | +151.6% | -120.0% | +28.3% |
| All | +31.6% | +154.4% | -122.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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