+4,549.4%
RCL vs LNT
+1,687.2%
+2,862.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | -19.0% | -3.2% | -15.8% | -17.6% |
| 3M | -9.6% | -4.1% | -5.5% | -7.9% |
| 6M | -6.7% | -4.6% | -2.1% | -5.0% |
| YTD | -3.9% | +7.0% | -10.9% | -8.4% |
| 1Y | -25.1% | +8.3% | -33.4% | -29.1% |
| 3Y | +179.1% | +51.0% | +128.1% | +116.0% |
| 5Y | +243.3% | +30.2% | +213.2% | +182.1% |
| 10Y | +325.8% | +143.6% | +182.2% | +145.1% |
| All | +4,549.4% | +1,687.2% | +2,862.2% | +1,017.6% |
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