-41.5%
RIG vs LNT
+1,736.7%
-1,778.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | +9.5% | -1.1% | +10.6% | +9.8% |
| 3M | -6.6% | -3.6% | -3.0% | -5.5% |
| 6M | -2.9% | -2.7% | -0.2% | -2.3% |
| YTD | +39.5% | +8.0% | +31.5% | +34.1% |
| 1Y | +82.3% | +10.5% | +71.8% | +73.4% |
| 3Y | -29.6% | +49.6% | -79.2% | -42.3% |
| 5Y | +63.2% | +32.2% | +30.9% | +38.3% |
| 10Y | -45.0% | +141.8% | -186.8% | -65.7% |
| All | -41.5% | +1,736.7% | -1,778.2% | -84.9% |
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