+584.5%
RIO vs LNT
+148.3%
+436.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | +0.9% | -4.2% | +5.2% | +2.1% |
| 3M | -1.4% | -6.7% | +5.2% | +0.2% |
| 6M | +10.9% | -3.6% | +14.5% | +11.6% |
| YTD | +31.2% | +5.9% | +25.3% | +28.5% |
| 1Y | +67.9% | +7.3% | +60.7% | +63.7% |
| 3Y | +88.8% | +46.5% | +42.3% | +66.8% |
| 5Y | +93.1% | +32.5% | +60.6% | +73.8% |
| All | +584.5% | +148.3% | +436.2% | +473.9% |
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 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