+49.6%
LNT vs Z
-37.5%
+87.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.2% |
| 7D | +1.0% | -3.3% | +4.3% | +1.1% |
| 30D | -1.1% | -3.7% | +2.6% | -1.0% |
| 3M | -3.6% | -7.0% | +3.4% | -3.4% |
| 6M | -2.7% | -29.5% | +26.9% | -1.2% |
| YTD | +8.0% | -52.6% | +60.6% | +12.2% |
| 1Y | +10.5% | -64.0% | +74.5% | +16.9% |
| 3Y | +49.6% | -36.4% | +86.0% | +40.8% |
| All | +49.6% | -37.5% | +87.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling