-42.2%
RIG vs LNT
+148.3%
-190.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -1.0% | -2.0% | -2.8% |
| 30D | -0.5% | -4.2% | +3.7% | +0.8% |
| 3M | -6.0% | -6.7% | +0.7% | -4.1% |
| 6M | -10.1% | -3.6% | -6.6% | -9.5% |
| YTD | +37.3% | +5.9% | +31.4% | +34.1% |
| 1Y | +73.9% | +7.3% | +66.7% | +69.1% |
| 3Y | -30.2% | +46.5% | -76.7% | -39.5% |
| 5Y | +62.5% | +32.5% | +30.0% | +44.1% |
| All | -42.2% | +148.3% | -190.5% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling