+212.8%
LNT vs Z
+25.1%
+187.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.1% | -3.0% | +2.9% | 0.0% |
| 30D | -3.2% | -4.2% | +1.0% | -3.0% |
| 3M | -4.1% | -3.7% | -0.4% | -4.0% |
| 6M | -4.6% | -24.5% | +19.9% | -3.5% |
| YTD | +7.0% | -49.3% | +56.3% | +10.2% |
| 1Y | +8.3% | -58.7% | +67.0% | +12.6% |
| 3Y | +51.0% | -34.1% | +85.1% | +51.6% |
| 5Y | +30.2% | -64.5% | +94.7% | +32.2% |
| 10Y | +143.6% | -0.5% | +144.1% | +119.1% |
| All | +212.8% | +25.1% | +187.7% | +176.3% |
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