-22.2%
RKT vs LNT
+56.2%
-78.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | +1.4% | -3.2% | +4.6% | +3.3% |
| 3M | +6.3% | -4.1% | +10.3% | +8.5% |
| 6M | -15.5% | -4.6% | -10.9% | -13.4% |
| YTD | -27.4% | +7.0% | -34.4% | -30.6% |
| 1Y | -26.6% | +8.3% | -34.9% | -30.4% |
| 3Y | +41.2% | +51.0% | -9.8% | +10.0% |
| 5Y | -6.4% | +30.2% | -36.6% | -23.2% |
| All | -22.2% | +56.2% | -78.4% | -41.5% |
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