+239.7%
LNT vs Z
+4.8%
+234.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | 0.0% |
| 7D | +1.6% | -6.5% | +8.0% | +1.8% |
| 30D | +12.1% | -0.1% | +12.2% | +12.0% |
| 3M | +8.2% | -14.1% | +22.3% | +8.8% |
| 6M | +3.6% | -30.1% | +33.7% | +5.1% |
| YTD | +16.2% | -57.5% | +73.7% | +20.5% |
| 1Y | +12.8% | -60.3% | +73.1% | +17.4% |
| 3Y | +66.5% | -21.0% | +87.5% | +65.5% |
| 5Y | +53.8% | -54.9% | +108.7% | +54.5% |
| 10Y | +182.5% | -16.0% | +198.5% | +155.9% |
| All | +239.7% | +4.8% | +234.9% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling