+215.5%
LNT vs RUN
-31.9%
+247.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | +1.3% | -1.3% | -0.2% |
| 30D | -3.2% | -15.3% | +12.1% | -2.6% |
| 3M | -4.1% | -40.0% | +35.9% | -2.2% |
| 6M | -4.6% | -27.0% | +22.4% | -3.8% |
| YTD | +7.0% | -51.7% | +58.7% | +9.2% |
| 1Y | +8.3% | -45.9% | +54.2% | +9.4% |
| 3Y | +51.0% | -43.8% | +94.8% | +44.6% |
| 5Y | +30.2% | -80.5% | +110.6% | +27.6% |
| 10Y | +143.6% | +45.3% | +98.3% | +105.8% |
| All | +215.5% | -31.9% | +247.4% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling