-69.7%
RAM vs LNT
-0.1%
-69.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.3% | -12.6% | -4.9% |
| 7D | -31.3% | +7.2% | -38.4% | -18.4% |
| 30D | -49.4% | +15.6% | -65.0% | -30.9% |
| 3M | -41.4% | +5.2% | -46.6% | -38.1% |
| All | -69.7% | -0.1% | -69.6% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 6mo: compounded portfolio wealth divided by compounded LNT 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…
6mo analysis · Full analysis span regression · Available span rolling