+182.5%
LNT vs RY
+354.4%
-171.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +1.6% | -0.6% | +2.1% | +1.8% |
| 30D | +12.1% | +6.1% | +5.9% | +9.4% |
| 3M | +8.2% | -3.4% | +11.6% | +9.5% |
| 6M | +3.6% | +12.8% | -9.2% | -1.6% |
| YTD | +16.2% | +21.0% | -4.8% | +6.9% |
| 1Y | +12.8% | +40.5% | -27.7% | -2.5% |
| 3Y | +66.5% | +159.9% | -93.4% | +9.7% |
| 5Y | +53.8% | +125.0% | -71.2% | +6.7% |
| 10Y | +182.5% | +350.6% | -168.1% | +37.3% |
| All | +182.5% | +354.4% | -171.8% | +37.3% |
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