+170.3%
LNT vs RY
+360.9%
-190.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +12.3% | +5.9% | +6.4% | +9.8% |
| 3M | +5.3% | -4.3% | +9.6% | +7.0% |
| 6M | +2.0% | +12.1% | -10.1% | -2.9% |
| YTD | +15.3% | +20.3% | -5.0% | +6.4% |
| 1Y | +12.3% | +41.0% | -28.7% | -3.1% |
| 3Y | +59.1% | +157.5% | -98.4% | +5.3% |
| 5Y | +51.7% | +123.2% | -71.5% | +5.6% |
| All | +170.3% | +360.9% | -190.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling