+31.6%
LNT vs Z
-65.8%
+97.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +0.2% | -7.1% | +7.2% | +0.4% |
| 30D | -0.5% | -4.8% | +4.3% | -0.4% |
| 3M | -5.5% | -9.3% | +3.8% | -5.3% |
| 6M | -3.8% | -29.0% | +25.2% | -2.7% |
| YTD | +6.8% | -52.9% | +59.7% | +10.0% |
| 1Y | +9.3% | -63.1% | +72.4% | +13.9% |
| 3Y | +47.9% | -36.9% | +84.8% | +48.4% |
| 5Y | +31.6% | -65.5% | +97.1% | +28.1% |
| All | +31.6% | -65.8% | +97.4% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling