+47.8%
LNT vs RUN
-37.3%
+85.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.2% |
| 30D | -0.5% | -10.8% | +10.3% | -0.2% |
| 3M | -5.5% | -30.2% | +24.6% | -4.6% |
| 6M | -3.8% | -22.3% | +18.5% | -3.4% |
| YTD | +6.8% | -52.2% | +59.0% | +8.5% |
| 1Y | +9.3% | -45.1% | +54.4% | +10.0% |
| All | +47.8% | -37.3% | +85.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling