-35.4%
RBLX vs LNT
+61.0%
-96.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +8.1% | -1.1% | +9.2% | +8.1% |
| 30D | +23.9% | -1.9% | +25.8% | +23.9% |
| 3M | +8.1% | -7.2% | +15.3% | +8.2% |
| 6M | -23.7% | -3.9% | -19.8% | -23.9% |
| YTD | -44.6% | +5.9% | -50.5% | -45.2% |
| 1Y | -66.2% | +8.4% | -74.6% | -66.6% |
| 3Y | +54.7% | +46.6% | +8.1% | +51.1% |
| 5Y | -48.9% | +32.4% | -81.4% | -51.7% |
| All | -35.4% | +61.0% | -96.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling