+46.5%
LNT vs TROW
+11.3%
+35.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.0% | -3.2% | +2.1% | -0.6% |
| 30D | -4.2% | -4.6% | +0.4% | -3.6% |
| 3M | -6.7% | -0.7% | -6.0% | -6.8% |
| 6M | -3.6% | +22.2% | -25.8% | -6.6% |
| YTD | +5.9% | +6.6% | -0.7% | +4.5% |
| 1Y | +7.3% | +5.8% | +1.4% | +5.8% |
| 3Y | +46.5% | +11.6% | +34.9% | +36.5% |
| All | +46.5% | +11.3% | +35.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling