+1,438.8%
LNT vs TDY
+6,954.6%
-5,515.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -0.5% | -13.8% | +13.3% | +1.9% |
| 3M | -5.5% | -3.9% | -1.6% | -5.0% |
| 6M | -3.8% | -9.0% | +5.2% | -2.6% |
| YTD | +6.8% | +16.5% | -9.7% | +3.7% |
| 1Y | +9.3% | +9.3% | 0.0% | +7.1% |
| 3Y | +47.9% | +45.1% | +2.8% | +37.6% |
| 5Y | +31.6% | +35.0% | -3.4% | +23.1% |
| 10Y | +150.1% | +469.0% | -318.9% | +85.2% |
| All | +1,438.8% | +6,954.6% | -5,515.7% | +815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling