+141.8%
LNT vs RY
+371.6%
-229.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +1.0% | +2.7% | -1.7% | -0.1% |
| 30D | -1.1% | -1.0% | -0.1% | -0.8% |
| 3M | -3.6% | +7.6% | -11.2% | -6.6% |
| 6M | -2.7% | +29.5% | -32.1% | -12.6% |
| YTD | +8.0% | +24.2% | -16.2% | -1.6% |
| 1Y | +10.5% | +46.4% | -35.9% | -6.2% |
| 3Y | +49.6% | +159.4% | -109.8% | -1.4% |
| 5Y | +32.2% | +141.8% | -109.6% | -11.1% |
| 10Y | +141.8% | +373.9% | -232.1% | +13.6% |
| All | +141.8% | +371.6% | -229.9% | +13.6% |
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