+144.2%
LNT vs Z
-2.5%
+146.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | -1.0% | -6.0% | +5.0% | -0.8% |
| 30D | -4.2% | -2.3% | -2.0% | -4.2% |
| 3M | -6.7% | -0.6% | -6.1% | -6.8% |
| 6M | -3.6% | -27.6% | +24.0% | -2.3% |
| YTD | +5.9% | -52.4% | +58.2% | +9.5% |
| 1Y | +7.3% | -63.6% | +70.8% | +12.4% |
| 3Y | +46.5% | -36.4% | +82.9% | +47.3% |
| 5Y | +32.5% | -64.6% | +97.1% | +34.6% |
| All | +144.2% | -2.5% | +146.6% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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