+70.3%
LNT vs RVTY
+85.4%
-15.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.6% | +1.5% | +8.1% | +9.3% |
| 3M | +5.4% | +31.5% | -26.1% | +2.8% |
| 6M | +3.1% | +62.7% | -59.6% | -1.4% |
| YTD | +16.5% | +60.0% | -43.5% | +10.9% |
| 1Y | +12.3% | +65.7% | -53.4% | +6.4% |
| 3Y | +70.3% | +85.2% | -14.9% | +45.9% |
| All | +70.3% | +85.4% | -15.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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