+31.6%
LNT vs RVTY
-34.2%
+65.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | +0.2% | -5.4% | +5.6% | +0.9% |
| 30D | -0.5% | +6.7% | -7.3% | -1.5% |
| 3M | -5.5% | +19.0% | -24.5% | -7.9% |
| 6M | -3.8% | +34.6% | -38.4% | -8.2% |
| YTD | +6.8% | +28.3% | -21.4% | +2.3% |
| 1Y | +9.3% | +46.0% | -36.7% | +2.1% |
| 3Y | +47.9% | +16.9% | +31.1% | +40.1% |
| 5Y | +31.6% | -32.9% | +64.5% | +33.0% |
| All | +31.6% | -34.2% | +65.8% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling