-27.1%
RKT vs LNT
+54.5%
-81.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -1.0% | -5.2% | -5.7% |
| 30D | -6.2% | -4.2% | -1.9% | -3.9% |
| 3M | -1.9% | -6.7% | +4.8% | +1.9% |
| 6M | -13.0% | -3.6% | -9.4% | -11.5% |
| YTD | -31.9% | +5.9% | -37.8% | -34.5% |
| 1Y | -37.6% | +7.3% | -44.8% | -40.4% |
| 3Y | +36.8% | +46.5% | -9.7% | +8.2% |
| 5Y | -9.7% | +32.5% | -42.2% | -26.1% |
| All | -27.1% | +54.5% | -81.6% | -44.8% |
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