+144.2%
LNT vs TRU
+147.2%
-3.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -4.2% | -2.0% | -2.2% | -4.0% |
| 3M | -6.7% | +18.4% | -25.1% | -10.0% |
| 6M | -3.6% | +8.9% | -12.4% | -5.9% |
| YTD | +5.9% | -8.9% | +14.8% | +6.4% |
| 1Y | +7.3% | -15.9% | +23.1% | +9.2% |
| 3Y | +46.5% | -1.1% | +47.6% | +38.4% |
| 5Y | +32.5% | -35.2% | +67.7% | +37.5% |
| All | +144.2% | +147.2% | -3.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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