+183.8%
LNT vs RY
+353.8%
-170.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.2% | -3.0% | +2.8% | +1.0% |
| 30D | +11.6% | +6.3% | +5.4% | +8.9% |
| 3M | +8.2% | -2.6% | +10.8% | +9.2% |
| 6M | +3.1% | +13.9% | -10.8% | -2.5% |
| YTD | +16.8% | +21.7% | -4.9% | +7.2% |
| 1Y | +11.6% | +40.4% | -28.8% | -3.5% |
| 3Y | +67.4% | +161.3% | -93.9% | +10.1% |
| 5Y | +56.8% | +126.5% | -69.7% | +8.4% |
| All | +183.8% | +353.8% | -170.0% | +38.0% |
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